+718.9%
TSEM vs ACM
+230.8%
+488.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.4% | +8.2% | +8.0% |
| 7D | +6.9% | -3.7% | +10.6% | +8.4% |
| 30D | +5.3% | -11.1% | +16.4% | +9.1% |
| 3M | -14.9% | -8.0% | -6.9% | -13.7% |
| 6M | +80.0% | -29.7% | +109.7% | +102.3% |
| YTD | +89.4% | -29.4% | +118.7% | +110.9% |
| 1Y | +253.1% | -46.4% | +299.5% | +335.3% |
| 3Y | +642.1% | -22.3% | +664.5% | +691.3% |
| 5Y | +659.1% | +4.5% | +654.6% | +613.0% |
| 10Y | +1,291.4% | +127.6% | +1,163.7% | +833.8% |
| All | +718.9% | +230.8% | +488.1% | +331.0% |
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