+667.3%
TSEM vs ACI
-44.9%
+712.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.1% | -1.4% |
| 7D | +10.4% | -2.6% | +13.0% | +10.2% |
| 30D | -12.9% | +1.1% | -14.0% | -12.8% |
| 3M | -9.2% | -23.6% | +14.5% | -10.1% |
| 6M | +98.8% | -29.9% | +128.7% | +96.2% |
| YTD | +87.2% | -26.9% | +114.1% | +85.0% |
| 1Y | +239.0% | -34.2% | +273.2% | +235.2% |
| 3Y | +679.5% | -43.6% | +723.1% | +673.0% |
| 5Y | +667.3% | -42.4% | +709.7% | +646.9% |
| All | +667.3% | -44.9% | +712.2% | +646.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling