+668.0%
TSEM vs ACI
-45.1%
+713.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -2.1% |
| 7D | +4.7% | -5.0% | +9.8% | +3.4% |
| 30D | -14.2% | -2.3% | -11.9% | -14.6% |
| 3M | -5.0% | -23.2% | +18.1% | -8.7% |
| 6M | +87.6% | -29.5% | +117.0% | +77.8% |
| YTD | +84.4% | -28.6% | +113.0% | +75.7% |
| 1Y | +235.4% | -34.0% | +269.4% | +216.7% |
| All | +668.0% | -45.1% | +713.0% | +562.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling