+443.6%
TSEM vs ACM
+252.7%
+190.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | -9.5% | +6.6% | -16.1% | -11.5% |
| 30D | -35.5% | +19.8% | -55.2% | -39.7% |
| 3M | -41.6% | -3.1% | -38.4% | -41.5% |
| 6M | -30.1% | -11.5% | -18.5% | -28.3% |
| YTD | +25.7% | -24.7% | +50.4% | +36.4% |
| 1Y | +50.5% | -45.1% | +95.5% | +83.4% |
| 3Y | +501.7% | -8.9% | +510.6% | +504.5% |
| 5Y | +310.9% | +5.4% | +305.5% | +284.4% |
| 10Y | +849.8% | +131.1% | +718.7% | +535.0% |
| All | +443.6% | +252.7% | +190.9% | +178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling