+865.7%
TSEM vs ACWI
+226.8%
+638.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.3% | +7.4% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | -33.4% | -2.8% | -30.6% | -30.1% |
| 3M | -39.7% | -3.2% | -36.5% | -36.0% |
| 6M | -27.8% | +1.3% | -29.1% | -26.3% |
| YTD | +29.7% | +11.2% | +18.5% | +19.1% |
| 1Y | +81.1% | +13.8% | +67.4% | +63.0% |
| 3Y | +529.3% | +76.2% | +453.1% | +254.2% |
| 5Y | +315.0% | +59.5% | +255.5% | +161.3% |
| 10Y | +865.7% | +222.2% | +643.5% | +135.3% |
| All | +865.7% | +226.8% | +638.8% | +135.3% |
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