+769.2%
TSEM vs ACWI
+219.0%
+550.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.9% | +4.9% |
| 7D | -17.5% | -2.4% | -15.2% | -14.7% |
| 30D | -44.7% | -5.2% | -39.5% | -40.1% |
| 3M | -38.9% | -4.8% | -34.1% | -33.7% |
| 6M | -36.7% | -1.3% | -35.4% | -33.2% |
| YTD | +17.0% | +8.4% | +8.6% | +10.9% |
| 1Y | +62.8% | +11.0% | +51.8% | +51.0% |
| 3Y | +471.3% | +70.6% | +400.7% | +234.6% |
| 5Y | +290.3% | +55.3% | +235.0% | +154.0% |
| All | +769.2% | +219.0% | +550.2% | +116.4% |
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