+59.2%
TSEM vs ACWI
+13.1%
+46.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.2% | +6.5% | +4.1% |
| 7D | +6.8% | -0.7% | +7.4% | +10.0% |
| 30D | -26.6% | -2.0% | -24.6% | -20.7% |
| 3M | -36.3% | -2.2% | -34.2% | -30.2% |
| 6M | -30.6% | +1.9% | -32.5% | -29.8% |
| YTD | +35.3% | +12.0% | +23.3% | +6.8% |
| 1Y | +59.2% | +12.5% | +46.7% | +25.2% |
| All | +59.2% | +13.1% | +46.2% | +25.2% |
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