+20.6%
TSM vs ACI
-26.5%
+47.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.8% |
| 7D | +2.7% | +0.2% | +2.6% | +2.8% |
| 30D | +3.6% | +5.9% | -2.3% | +5.2% |
| 3M | -3.4% | -19.8% | +16.4% | -8.6% |
| 6M | +20.6% | -24.7% | +45.4% | +10.0% |
| All | +20.6% | -26.5% | +47.1% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling