+7,801.1%
TSM vs ACN
+2,379.5%
+5,421.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.5% |
| 7D | -2.5% | -2.5% | 0.0% | -1.7% |
| 30D | -14.3% | +22.6% | -36.9% | -22.5% |
| 3M | -7.2% | +45.9% | -53.2% | -24.0% |
| 6M | -5.1% | +43.8% | -49.0% | -25.1% |
| YTD | +28.9% | -2.5% | +31.3% | +20.0% |
| 1Y | +37.1% | +6.5% | +30.6% | +21.6% |
| 3Y | +341.5% | -14.2% | +355.6% | +324.0% |
| 5Y | +245.7% | -24.4% | +270.1% | +249.6% |
| 10Y | +1,502.2% | +156.3% | +1,345.9% | +751.7% |
| All | +7,801.1% | +2,379.5% | +5,421.6% | +952.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling