+253.1%
TSEM vs ACWI
+23.6%
+229.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.9% | +7.9% |
| 7D | +6.9% | +0.5% | +6.4% | +5.4% |
| 30D | +5.3% | +0.9% | +4.4% | +3.1% |
| 3M | -14.9% | +2.4% | -17.3% | -18.7% |
| 6M | +80.0% | +12.4% | +67.7% | +39.1% |
| YTD | +89.4% | +15.2% | +74.2% | +35.5% |
| 1Y | +253.1% | +22.7% | +230.4% | +133.1% |
| All | +253.1% | +23.6% | +229.5% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling