+1,815.4%
TSM vs ACN
+86.3%
+1,729.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | +4.8% | -6.3% | +11.1% | +7.0% |
| 30D | +4.0% | -1.4% | +5.4% | +4.1% |
| 3M | +2.0% | +2.6% | -0.6% | -1.5% |
| 6M | +25.5% | -14.3% | +39.8% | +29.7% |
| YTD | +44.0% | -33.1% | +77.1% | +65.7% |
| 1Y | +75.4% | -28.8% | +104.2% | +93.7% |
| 3Y | +406.7% | -43.0% | +449.7% | +510.2% |
| 5Y | +285.0% | -44.0% | +329.0% | +357.6% |
| 10Y | +1,815.4% | +88.5% | +1,726.8% | +1,160.3% |
| All | +1,815.4% | +86.3% | +1,729.1% | +1,160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling