+33.0%
TSM vs ACI
-23.2%
+56.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.7% |
| 7D | -2.5% | -5.9% | +3.4% | -3.8% |
| 30D | -14.3% | +7.2% | -21.5% | -12.5% |
| 3M | -7.2% | +8.8% | -16.1% | -4.8% |
| 6M | -5.1% | -17.2% | +12.1% | -7.0% |
| YTD | +28.9% | -21.3% | +50.1% | +24.7% |
| All | +33.0% | -23.2% | +56.2% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling