+1,502.2%
TSM vs ACM
+147.1%
+1,355.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +1.5% |
| 7D | -2.5% | +6.9% | -9.4% | -4.9% |
| 30D | -14.3% | +19.1% | -33.3% | -19.9% |
| 3M | -7.2% | -6.9% | -0.3% | -5.6% |
| 6M | -5.1% | -12.0% | +6.9% | -1.9% |
| YTD | +28.9% | -25.1% | +54.0% | +41.2% |
| 1Y | +37.1% | -45.4% | +82.5% | +70.3% |
| 3Y | +341.5% | -6.9% | +348.4% | +338.6% |
| 5Y | +245.7% | +3.7% | +242.0% | +228.1% |
| 10Y | +1,502.2% | +135.8% | +1,366.5% | +1,075.4% |
| All | +1,502.2% | +147.1% | +1,355.1% | +1,075.4% |
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