+1,326.7%
TSEM vs ACM
+124.8%
+1,201.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.2% |
| 7D | +4.7% | -3.7% | +8.4% | +6.3% |
| 30D | -14.2% | -12.7% | -1.6% | -10.2% |
| 3M | -5.0% | -9.8% | +4.8% | -2.8% |
| 6M | +87.6% | -31.4% | +119.0% | +116.0% |
| YTD | +84.4% | -32.1% | +116.5% | +111.5% |
| 1Y | +235.4% | -47.8% | +283.2% | +329.5% |
| 3Y | +668.0% | -22.1% | +690.1% | +721.7% |
| 5Y | +644.7% | +1.8% | +642.9% | +596.5% |
| 10Y | +1,326.7% | +132.5% | +1,194.1% | +872.3% |
| All | +1,326.7% | +124.8% | +1,201.9% | +872.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling