+48.2%
TSEM vs ACGL
+19.1%
+29.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.3% | -6.5% |
| 7D | +7.0% | +2.2% | +4.8% | +10.1% |
| 30D | -29.8% | +12.3% | -42.1% | -16.8% |
| 3M | -41.9% | +11.8% | -53.7% | -31.2% |
| 6M | -45.8% | +17.5% | -63.2% | -30.4% |
| YTD | +25.1% | +14.3% | +10.8% | +64.8% |
| 1Y | +48.2% | +18.2% | +30.1% | +96.0% |
| All | +48.2% | +19.1% | +29.1% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling