+759.9%
TSM vs ACI
+21.8%
+738.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.6% | +2.3% |
| 7D | +6.0% | -2.6% | +8.6% | +6.0% |
| 30D | +4.5% | +1.1% | +3.4% | +4.5% |
| 3M | +3.1% | -23.6% | +26.7% | +3.1% |
| 6M | +30.2% | -29.9% | +60.2% | +30.3% |
| YTD | +45.2% | -26.9% | +72.1% | +45.1% |
| 1Y | +79.6% | -34.2% | +113.8% | +80.2% |
| 3Y | +411.0% | -43.6% | +454.6% | +415.1% |
| 5Y | +290.7% | -42.4% | +333.1% | +291.1% |
| All | +759.9% | +21.8% | +738.1% | +721.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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