+299.0%
TSEM vs ACGL
+173.3%
+125.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.3% | -6.9% |
| 7D | +7.0% | +2.2% | +4.8% | +7.1% |
| 30D | -29.8% | +12.3% | -42.1% | -29.4% |
| 3M | -41.9% | +11.8% | -53.7% | -41.6% |
| 6M | -45.8% | +17.5% | -63.2% | -45.8% |
| YTD | +25.1% | +14.3% | +10.8% | +25.1% |
| 1Y | +48.2% | +18.2% | +30.1% | +47.4% |
| 3Y | +476.5% | +33.2% | +443.3% | +451.4% |
| All | +299.0% | +173.3% | +125.8% | +179.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling