-72.7%
TSEM vs ACGL
+4,853.1%
-4,925.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.0% | +7.8% | +5.4% |
| 7D | -17.5% | +0.9% | -18.4% | -17.8% |
| 30D | -44.7% | +13.7% | -58.4% | -46.3% |
| 3M | -38.9% | +8.0% | -46.9% | -40.1% |
| 6M | -36.7% | +13.3% | -50.0% | -39.0% |
| YTD | +17.0% | +11.8% | +5.1% | +12.4% |
| 1Y | +62.8% | +22.2% | +40.6% | +53.5% |
| 3Y | +471.3% | +32.5% | +438.8% | +421.2% |
| 5Y | +290.3% | +160.2% | +130.1% | +202.5% |
| 10Y | +790.1% | +338.5% | +451.6% | +512.4% |
| All | -72.7% | +4,853.1% | -4,925.7% | -84.4% |
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