+253.1%
TSEM vs ACM
-45.8%
+298.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.2% | +7.9% |
| 7D | +6.9% | -3.7% | +10.6% | +7.5% |
| 30D | +5.3% | -11.1% | +16.4% | +8.5% |
| 3M | -14.9% | -8.0% | -6.9% | -12.8% |
| 6M | +80.0% | -29.7% | +109.7% | +101.4% |
| YTD | +89.4% | -29.4% | +118.7% | +110.1% |
| 1Y | +253.1% | -46.4% | +299.5% | +333.0% |
| All | +253.1% | -45.8% | +298.9% | +333.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling