+290.7%
TSM vs ACHR
-41.7%
+332.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.0% |
| 7D | +6.0% | +4.9% | +1.2% | +5.3% |
| 30D | +4.5% | +4.3% | +0.2% | +3.4% |
| 3M | +3.1% | +1.7% | +1.4% | +1.8% |
| 6M | +30.2% | -6.9% | +37.1% | +29.9% |
| YTD | +45.2% | -22.5% | +67.7% | +47.9% |
| 1Y | +79.6% | -31.5% | +111.1% | +84.6% |
| 3Y | +411.0% | -14.4% | +425.4% | +377.4% |
| 5Y | +290.7% | -41.6% | +332.4% | +224.7% |
| All | +290.7% | -41.7% | +332.4% | +224.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling