+349.6%
TSM vs ACHR
-43.7%
+393.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +3.6% | +9.8% | -6.2% | +1.6% |
| 3M | -3.4% | -10.5% | +7.1% | -2.8% |
| 6M | +20.6% | -15.5% | +36.1% | +22.0% |
| YTD | +41.9% | -24.1% | +65.9% | +45.1% |
| 1Y | +84.4% | -32.4% | +116.8% | +90.0% |
| 3Y | +380.2% | -11.6% | +391.8% | +345.0% |
| 5Y | +275.3% | -42.9% | +318.2% | +232.2% |
| All | +349.6% | -43.7% | +393.3% | +289.2% |
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