+62.8%
TSEM vs ACWI
+10.2%
+52.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.9% | +5.0% |
| 7D | -17.5% | -2.4% | -15.2% | -11.3% |
| 30D | -44.7% | -5.2% | -39.5% | -33.9% |
| 3M | -38.9% | -4.8% | -34.1% | -27.0% |
| 6M | -36.7% | -1.3% | -35.4% | -29.8% |
| YTD | +17.0% | +8.4% | +8.6% | -1.2% |
| 1Y | +62.8% | +11.0% | +51.8% | +25.6% |
| All | +62.8% | +10.2% | +52.6% | +25.6% |
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