+330.4%
TSM vs ACI
-31.5%
+361.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.8% |
| 7D | +6.2% | +2.3% | +3.9% | +6.6% |
| 30D | -7.3% | +1.2% | -8.5% | -6.9% |
| 3M | -7.1% | +6.8% | -13.9% | -5.7% |
| 6M | +0.2% | -18.7% | +19.0% | -1.0% |
| YTD | +32.2% | -20.2% | +52.5% | +30.6% |
| 1Y | +42.8% | -23.7% | +66.5% | +40.5% |
| 3Y | +330.4% | -31.6% | +362.0% | +325.5% |
| All | +330.4% | -31.5% | +361.9% | +325.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling