+1,753.6%
TSM vs ACM
+128.0%
+1,625.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +4.5% | -12.9% | +17.4% | +9.4% |
| 3M | +3.1% | -6.4% | +9.5% | +4.5% |
| 6M | +30.2% | -29.2% | +59.4% | +46.8% |
| YTD | +45.2% | -29.9% | +75.1% | +63.3% |
| 1Y | +79.6% | -47.3% | +126.8% | +125.3% |
| 3Y | +411.0% | -19.6% | +430.6% | +438.1% |
| 5Y | +290.7% | +5.5% | +285.2% | +271.0% |
| 10Y | +1,753.6% | +129.7% | +1,623.9% | +1,336.1% |
| All | +1,753.6% | +128.0% | +1,625.6% | +1,336.1% |
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