+80.5%
TSEM vs ACI
-18.4%
+98.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.5% | -12.3% | -6.8% |
| 7D | -23.1% | +4.5% | -27.6% | -20.7% |
| 30D | -40.4% | +20.9% | -61.2% | -33.8% |
| 3M | -37.9% | +15.2% | -53.1% | -32.1% |
| 6M | -30.8% | -13.3% | -17.5% | -29.3% |
| YTD | +26.7% | -16.2% | +42.9% | +31.0% |
| 1Y | +80.5% | -16.9% | +97.3% | +87.9% |
| All | +80.5% | -18.4% | +98.9% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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