+663.3%
TSM vs ACI
+31.1%
+632.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.5% |
| 7D | -2.5% | -5.9% | +3.4% | -2.7% |
| 30D | -14.3% | +7.2% | -21.5% | -14.1% |
| 3M | -7.2% | +8.8% | -16.1% | -7.0% |
| 6M | -5.1% | -17.2% | +12.1% | -4.9% |
| YTD | +28.9% | -21.3% | +50.1% | +29.1% |
| 1Y | +37.1% | -23.7% | +60.8% | +37.5% |
| 3Y | +341.5% | -32.8% | +374.3% | +343.3% |
| 5Y | +245.7% | -41.4% | +287.1% | +246.5% |
| All | +663.3% | +31.1% | +632.1% | +630.5% |
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