+1,311.7%
TSEM vs ACWI
+356.8%
+954.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.9% | +7.9% |
| 7D | +6.9% | +0.5% | +6.4% | +6.3% |
| 30D | +5.3% | +0.9% | +4.4% | +4.5% |
| 3M | -14.9% | +2.4% | -17.3% | -15.8% |
| 6M | +80.0% | +12.4% | +67.7% | +63.2% |
| YTD | +89.4% | +15.2% | +74.2% | +67.6% |
| 1Y | +253.1% | +22.7% | +230.4% | +195.2% |
| 3Y | +642.1% | +75.8% | +566.3% | +343.6% |
| 5Y | +659.1% | +67.7% | +591.4% | +368.4% |
| 10Y | +1,291.4% | +229.0% | +1,062.4% | +362.7% |
| All | +1,311.7% | +356.8% | +954.9% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling