+37.6%
TSM vs ACM
-45.0%
+82.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -2.1% | +6.6% | -8.7% | -2.8% |
| 30D | -12.5% | +19.8% | -32.3% | -14.4% |
| 3M | -5.0% | -3.1% | -1.9% | -4.1% |
| 6M | -3.2% | -11.5% | +8.3% | -0.5% |
| YTD | +31.5% | -24.7% | +56.2% | +39.4% |
| All | +37.6% | -45.0% | +82.6% | +47.8% |
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