+322.0%
TSM vs ACM
-12.3%
+334.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -7.6% | +5.4% | -12.9% | -9.2% |
| 30D | -20.5% | +15.1% | -35.6% | -24.4% |
| 3M | -10.0% | -10.5% | +0.5% | -6.5% |
| 6M | -10.1% | -19.7% | +9.6% | -2.3% |
| YTD | +24.5% | -28.8% | +53.3% | +41.7% |
| 1Y | +31.2% | -47.9% | +79.0% | +76.7% |
| 3Y | +322.0% | -12.4% | +334.3% | +296.0% |
| All | +322.0% | -12.3% | +334.3% | +296.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling