+80.5%
TSEM vs ACM
-46.6%
+127.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.9% | -11.7% | -9.0% |
| 7D | -23.1% | +9.5% | -32.6% | -24.0% |
| 30D | -40.4% | +14.7% | -55.1% | -41.4% |
| 3M | -37.9% | -9.5% | -28.4% | -36.2% |
| 6M | -30.8% | -18.0% | -12.8% | -25.4% |
| YTD | +26.7% | -27.3% | +54.0% | +39.0% |
| 1Y | +80.5% | -47.0% | +127.5% | +119.7% |
| All | +80.5% | -46.6% | +127.0% | +119.7% |
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