+519.5%
TSEM vs ACWI
+75.0%
+444.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | +0.6% |
| 7D | +20.5% | +2.7% | +17.8% | +14.4% |
| 30D | -29.0% | -2.6% | -26.4% | -23.7% |
| 3M | -39.4% | -3.2% | -36.2% | -33.6% |
| 6M | -28.5% | +1.9% | -30.4% | -27.3% |
| YTD | +34.4% | +11.3% | +23.1% | +17.3% |
| 1Y | +48.3% | +11.7% | +36.7% | +29.4% |
| All | +519.5% | +75.0% | +444.5% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling