-36.7%
TSEM vs ACWI
-0.6%
-36.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.9% | +5.0% |
| 7D | -17.5% | -2.4% | -15.2% | -10.4% |
| 30D | -44.7% | -5.2% | -39.5% | -31.2% |
| 3M | -38.9% | -4.8% | -34.1% | -24.3% |
| 6M | -36.7% | -1.3% | -35.4% | -30.0% |
| All | -36.7% | -0.6% | -36.1% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling