+1,672.6%
TSM vs ACM
+131.3%
+1,541.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +14.8% | +5.1% | +9.8% | +12.6% |
| 30D | -8.9% | +18.7% | -27.6% | -15.0% |
| 3M | -5.3% | +15.5% | -20.7% | -11.2% |
| 6M | +2.6% | +1.2% | +1.4% | +0.4% |
| YTD | +34.5% | -25.2% | +59.7% | +48.0% |
| 1Y | +41.0% | -46.3% | +87.3% | +78.1% |
| 3Y | +333.1% | -9.6% | +342.7% | +334.3% |
| 5Y | +270.1% | +4.4% | +265.7% | +248.4% |
| All | +1,672.6% | +131.3% | +1,541.3% | +1,119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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