+637.4%
TSM vs ACI
+29.9%
+607.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +6.2% |
| 7D | -7.6% | -2.2% | -5.3% | -7.6% |
| 30D | -20.5% | +10.3% | -30.8% | -20.3% |
| 3M | -10.0% | +7.2% | -17.2% | -9.8% |
| 6M | -10.1% | -18.0% | +8.0% | -9.9% |
| YTD | +24.5% | -22.0% | +46.5% | +24.7% |
| 1Y | +31.2% | -23.4% | +54.5% | +31.5% |
| 3Y | +322.0% | -35.8% | +357.8% | +324.6% |
| 5Y | +245.3% | -43.7% | +288.9% | +245.7% |
| All | +637.4% | +29.9% | +607.5% | +605.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling