+721.9%
TSEM vs ACI
+31.1%
+690.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +9.9% | +11.0% |
| 7D | -2.0% | -5.9% | +4.0% | -2.6% |
| 30D | -33.4% | +7.2% | -40.6% | -32.8% |
| 3M | -39.7% | +8.8% | -48.5% | -39.0% |
| 6M | -27.8% | -17.2% | -10.6% | -27.6% |
| YTD | +29.7% | -21.3% | +51.0% | +30.0% |
| 1Y | +81.1% | -23.7% | +104.9% | +81.6% |
| 3Y | +529.3% | -32.8% | +562.1% | +529.8% |
| 5Y | +315.0% | -41.4% | +356.3% | +314.1% |
| All | +721.9% | +31.1% | +690.7% | +695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling