+8,596.9%
TSM vs ACN
+1,705.6%
+6,891.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +4.3% |
| 7D | +2.7% | -1.5% | +4.3% | +3.3% |
| 30D | +3.6% | +9.4% | -5.8% | -0.9% |
| 3M | -3.4% | +5.6% | -9.0% | -9.5% |
| 6M | +20.6% | -9.3% | +29.9% | +19.5% |
| YTD | +41.9% | -29.0% | +70.8% | +56.2% |
| 1Y | +84.4% | -24.7% | +109.0% | +95.4% |
| 3Y | +380.2% | -39.8% | +420.0% | +455.5% |
| 5Y | +275.3% | -40.9% | +316.3% | +332.6% |
| 10Y | +1,751.4% | +91.1% | +1,660.3% | +1,048.9% |
| All | +8,596.9% | +1,705.6% | +6,891.4% | +1,269.3% |
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 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