+273.1%
TSM vs ACM
+5.0%
+268.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.0% |
| 7D | +2.7% | -3.7% | +6.5% | +4.5% |
| 30D | +3.6% | -11.1% | +14.7% | +8.4% |
| 3M | -3.4% | -8.0% | +4.6% | -0.9% |
| 6M | +20.6% | -29.7% | +50.3% | +41.0% |
| YTD | +41.9% | -29.4% | +71.2% | +63.7% |
| 1Y | +84.4% | -46.4% | +130.8% | +145.8% |
| 3Y | +380.2% | -22.3% | +402.6% | +404.9% |
| All | +273.1% | +5.0% | +268.2% | +235.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling