+6,615.0%
TSM vs ACM
+233.3%
+6,381.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -7.6% | +5.4% | -12.9% | -9.3% |
| 30D | -20.5% | +15.1% | -35.6% | -24.6% |
| 3M | -10.0% | -10.5% | +0.5% | -7.2% |
| 6M | -10.1% | -19.7% | +9.6% | -4.1% |
| YTD | +24.5% | -28.8% | +53.3% | +38.1% |
| 1Y | +31.2% | -47.9% | +79.0% | +62.9% |
| 3Y | +322.0% | -12.4% | +334.3% | +329.7% |
| 5Y | +245.3% | +0.6% | +244.7% | +232.8% |
| 10Y | +1,465.8% | +161.3% | +1,304.6% | +894.1% |
| All | +6,615.0% | +233.3% | +6,381.7% | +3,346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling