+348.7%
TSM vs ACHR
-46.3%
+395.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +2.6% | -5.4% | +8.0% | +3.5% |
| 30D | +1.4% | -19.7% | +21.1% | +4.6% |
| 3M | +5.0% | +7.9% | -3.0% | +2.7% |
| 6M | +24.0% | -13.8% | +37.7% | +25.1% |
| YTD | +41.6% | -27.5% | +69.1% | +45.8% |
| 1Y | +66.2% | -33.9% | +100.1% | +71.9% |
| 3Y | +398.2% | -20.0% | +418.2% | +368.4% |
| 5Y | +277.6% | -44.0% | +321.6% | +234.6% |
| All | +348.7% | -46.3% | +395.0% | +291.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling