+405.9%
TSEM vs ACM
+233.3%
+172.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | -17.5% | +5.4% | -22.9% | -19.2% |
| 30D | -44.7% | +15.1% | -59.8% | -47.7% |
| 3M | -38.9% | -10.5% | -28.4% | -37.1% |
| 6M | -36.7% | -19.7% | -17.0% | -32.7% |
| YTD | +17.0% | -28.8% | +45.8% | +29.5% |
| 1Y | +62.8% | -47.9% | +110.7% | +102.1% |
| 3Y | +471.3% | -12.4% | +483.7% | +481.5% |
| 5Y | +290.3% | +0.6% | +289.7% | +271.2% |
| 10Y | +790.1% | +161.3% | +628.8% | +468.2% |
| All | +405.9% | +233.3% | +172.5% | +164.7% |
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 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