-55.8%
TSEM vs ACGL
+4,429.2%
-4,485.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.7% | +9.6% | +8.2% |
| 7D | +6.9% | -0.7% | +7.6% | +7.0% |
| 30D | +5.3% | -1.0% | +6.3% | +5.4% |
| 3M | -14.9% | +11.0% | -26.0% | -17.4% |
| 6M | +80.0% | -0.3% | +80.4% | +78.4% |
| YTD | +89.4% | +2.3% | +87.1% | +86.0% |
| 1Y | +253.1% | +6.4% | +246.7% | +243.2% |
| 3Y | +642.1% | +34.0% | +608.2% | +575.4% |
| 5Y | +659.1% | +161.6% | +497.5% | +488.2% |
| 10Y | +1,291.4% | +278.6% | +1,012.8% | +887.5% |
| All | -55.8% | +4,429.2% | -4,485.0% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling