+273.0%
TSEM vs ACM
-2.7%
+275.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | -17.5% | +5.4% | -22.9% | -19.1% |
| 30D | -44.7% | +15.1% | -59.8% | -47.6% |
| 3M | -38.9% | -10.5% | -28.4% | -36.8% |
| 6M | -36.7% | -19.7% | -17.0% | -31.7% |
| YTD | +17.0% | -28.8% | +45.8% | +31.9% |
| 1Y | +62.8% | -47.9% | +110.7% | +111.3% |
| 3Y | +471.3% | -12.4% | +483.7% | +486.4% |
| All | +273.0% | -2.7% | +275.7% | +249.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling