+273.1%
TSM vs ACN
-40.9%
+314.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +3.6% |
| 7D | +2.7% | -1.5% | +4.3% | +3.0% |
| 30D | +3.6% | +9.4% | -5.8% | +1.4% |
| 3M | -3.4% | +5.6% | -9.0% | -4.8% |
| 6M | +20.6% | -9.3% | +29.9% | +24.7% |
| YTD | +41.9% | -29.0% | +70.8% | +61.6% |
| 1Y | +84.4% | -24.7% | +109.0% | +102.7% |
| 3Y | +380.2% | -39.8% | +420.0% | +471.9% |
| All | +273.1% | -40.9% | +314.1% | +307.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling