+663.0%
TSEM vs ACGL
+161.8%
+501.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.7% | +9.6% | +7.8% |
| 7D | +6.9% | -0.7% | +7.6% | +6.9% |
| 30D | +5.3% | -1.0% | +6.3% | +5.3% |
| 3M | -14.9% | +11.0% | -26.0% | -15.9% |
| 6M | +80.0% | -0.3% | +80.4% | +79.9% |
| YTD | +89.4% | +2.3% | +87.1% | +88.3% |
| 1Y | +253.1% | +6.4% | +246.7% | +248.5% |
| 3Y | +642.1% | +34.0% | +608.2% | +582.5% |
| All | +663.0% | +161.8% | +501.2% | +459.6% |
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