+887.4%
TSEM vs ACWI
+227.3%
+660.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.2% | +6.5% | +6.1% |
| 7D | +6.8% | -0.7% | +7.4% | +8.5% |
| 30D | -26.6% | -2.0% | -24.6% | -23.7% |
| 3M | -36.3% | -2.2% | -34.2% | -33.3% |
| 6M | -30.6% | +1.9% | -32.5% | -29.6% |
| YTD | +35.3% | +12.0% | +23.3% | +23.2% |
| 1Y | +59.2% | +12.5% | +46.7% | +44.9% |
| 3Y | +547.7% | +75.4% | +472.3% | +266.0% |
| 5Y | +337.5% | +61.5% | +276.0% | +171.1% |
| 10Y | +887.4% | +227.1% | +660.3% | +124.9% |
| All | +887.4% | +227.3% | +660.0% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling