+667.3%
TSEM vs ACM
+4.8%
+662.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +10.4% | -0.3% | +10.7% | +10.5% |
| 30D | -12.9% | -12.9% | 0.0% | -8.7% |
| 3M | -9.2% | -6.4% | -2.8% | -8.4% |
| 6M | +98.8% | -29.2% | +128.0% | +127.3% |
| YTD | +87.2% | -29.9% | +117.2% | +112.9% |
| 1Y | +239.0% | -47.3% | +286.2% | +338.2% |
| 3Y | +679.5% | -19.6% | +699.1% | +726.9% |
| 5Y | +667.3% | +5.5% | +661.7% | +599.7% |
| All | +667.3% | +4.8% | +662.5% | +599.7% |
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