+334.5%
TSM vs ACHR
-52.1%
+386.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.1% | +3.8% |
| 7D | +4.4% | +18.0% | -13.5% | +1.8% |
| 30D | -7.0% | +3.6% | -10.6% | -7.6% |
| 3M | -1.8% | -28.4% | +26.6% | +2.7% |
| 6M | +2.7% | -25.7% | +28.4% | +5.8% |
| YTD | +37.1% | -35.4% | +72.5% | +43.1% |
| 1Y | +43.5% | -45.6% | +89.1% | +53.0% |
| 3Y | +341.5% | -2.2% | +343.7% | +305.1% |
| 5Y | +278.9% | -20.3% | +299.2% | +213.6% |
| All | +334.5% | -52.1% | +386.6% | +284.0% |
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