+506.4%
TSEM vs MSCI
+3,095.4%
-2,589.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.1% | +5.6% |
| 7D | -17.5% | +2.8% | -20.3% | -18.5% |
| 30D | -44.7% | +15.4% | -60.1% | -47.8% |
| 3M | -38.9% | +13.4% | -52.3% | -42.1% |
| 6M | -36.7% | +10.9% | -47.6% | -40.9% |
| YTD | +17.0% | +13.0% | +4.0% | +7.8% |
| 1Y | +62.8% | +12.0% | +50.8% | +50.4% |
| 3Y | +471.3% | +34.1% | +437.2% | +385.5% |
| 5Y | +290.3% | +3.9% | +286.4% | +252.3% |
| 10Y | +790.1% | +802.0% | -11.9% | +241.8% |
| All | +506.4% | +3,095.4% | -2,589.0% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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