+902.3%
TSEM vs ACWI
+341.7%
+560.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | 0.0% |
| 7D | +20.5% | +2.7% | +17.8% | +17.4% |
| 30D | -29.0% | -2.6% | -26.4% | -26.1% |
| 3M | -39.4% | -3.2% | -36.2% | -36.2% |
| 6M | -28.5% | +1.9% | -30.4% | -27.6% |
| YTD | +34.4% | +11.3% | +23.1% | +25.2% |
| 1Y | +48.3% | +11.7% | +36.7% | +38.3% |
| 3Y | +543.5% | +74.4% | +469.1% | +294.5% |
| 5Y | +331.4% | +59.5% | +272.0% | +184.5% |
| 10Y | +881.1% | +225.2% | +655.9% | +236.4% |
| All | +902.3% | +341.7% | +560.6% | +239.7% |
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