+319.1%
TSM vs ACHR
-60.3%
+379.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.9% | +5.3% | -0.6% |
| 7D | +6.2% | -9.2% | +15.4% | +7.7% |
| 30D | -7.3% | -1.0% | -6.3% | -7.2% |
| 3M | -7.1% | -42.2% | +35.1% | +0.4% |
| 6M | +0.2% | -38.2% | +38.4% | +6.1% |
| YTD | +32.2% | -46.4% | +78.6% | +42.0% |
| 1Y | +42.8% | -49.4% | +92.2% | +54.1% |
| 3Y | +330.4% | -22.5% | +352.9% | +308.7% |
| 5Y | +263.9% | -29.8% | +293.7% | +207.1% |
| All | +319.1% | -60.3% | +379.4% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling