+330.4%
TSM vs ACM
-9.1%
+339.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.9% |
| 7D | +6.2% | +5.6% | +0.6% | +4.2% |
| 30D | -7.3% | +20.8% | -28.1% | -13.2% |
| 3M | -7.1% | +11.4% | -18.5% | -11.0% |
| 6M | +0.2% | +0.9% | -0.7% | -1.2% |
| YTD | +32.2% | -24.8% | +57.1% | +47.3% |
| 1Y | +42.8% | -46.4% | +89.2% | +91.2% |
| 3Y | +330.4% | -9.2% | +339.6% | +313.8% |
| All | +330.4% | -9.1% | +339.5% | +313.8% |
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 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