+1,068.8%
TSEM vs ACI
+18.9%
+1,049.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.6% |
| 7D | +4.7% | -5.0% | +9.8% | +4.4% |
| 30D | -14.2% | -2.3% | -11.9% | -14.3% |
| 3M | -5.0% | -23.2% | +18.1% | -5.8% |
| 6M | +87.6% | -29.5% | +117.0% | +85.7% |
| YTD | +84.4% | -28.6% | +113.0% | +82.6% |
| 1Y | +235.4% | -34.0% | +269.4% | +232.2% |
| 3Y | +668.0% | -45.0% | +712.9% | +662.3% |
| 5Y | +644.7% | -44.0% | +688.8% | +633.9% |
| All | +1,068.8% | +18.9% | +1,049.9% | +1,017.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling