+36.0%
TSM vs ACN
+10.1%
+25.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.1% | -1.3% |
| 7D | -10.0% | +8.6% | -18.5% | -7.9% |
| 30D | -18.5% | +36.6% | -55.1% | -11.8% |
| 3M | -4.9% | +56.3% | -61.2% | +6.9% |
| 6M | -1.0% | +49.7% | -50.6% | +15.8% |
| YTD | +31.3% | +1.3% | +29.9% | +54.4% |
| 1Y | +36.0% | +11.9% | +24.1% | +62.1% |
| All | +36.0% | +10.1% | +25.9% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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