+31.2%
TSM vs ACM
-48.7%
+79.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -7.6% | +5.4% | -12.9% | -8.0% |
| 30D | -20.5% | +15.1% | -35.6% | -21.8% |
| 3M | -10.0% | -10.5% | +0.5% | -8.1% |
| 6M | -10.1% | -19.7% | +9.6% | -6.0% |
| YTD | +24.5% | -28.8% | +53.3% | +32.9% |
| 1Y | +31.2% | -47.9% | +79.0% | +41.1% |
| All | +31.2% | -48.7% | +79.9% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling