+1,099.9%
TSEM vs ACI
+25.9%
+1,074.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.2% | +7.8% |
| 7D | +6.9% | +0.2% | +6.7% | +6.9% |
| 30D | +5.3% | +5.9% | -0.6% | +5.7% |
| 3M | -14.9% | -19.8% | +4.9% | -15.3% |
| 6M | +80.0% | -24.7% | +104.8% | +78.9% |
| YTD | +89.4% | -24.4% | +113.7% | +88.2% |
| 1Y | +253.1% | -31.5% | +284.6% | +251.2% |
| 3Y | +642.1% | -38.7% | +680.8% | +637.9% |
| 5Y | +659.1% | -42.8% | +701.9% | +651.1% |
| All | +1,099.9% | +25.9% | +1,074.0% | +1,051.3% |
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 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