+341.5%
TSM vs ACN
-15.0%
+356.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.4% |
| 7D | -2.5% | -2.5% | 0.0% | -2.6% |
| 30D | -14.3% | +22.6% | -36.9% | -13.7% |
| 3M | -7.2% | +45.9% | -53.2% | -6.4% |
| 6M | -5.1% | +43.8% | -49.0% | -2.0% |
| YTD | +28.9% | -2.5% | +31.3% | +45.3% |
| 1Y | +37.1% | +6.5% | +30.6% | +50.1% |
| 3Y | +341.5% | -14.2% | +355.6% | +351.8% |
| All | +341.5% | -15.0% | +356.5% | +351.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling