+1,502.2%
TSM vs ACWI
+226.8%
+1,275.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | 0.0% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | -14.3% | -2.8% | -11.4% | -10.5% |
| 3M | -7.2% | -3.2% | -4.1% | -2.6% |
| 6M | -5.1% | +1.3% | -6.4% | -5.1% |
| YTD | +28.9% | +11.2% | +17.7% | +15.1% |
| 1Y | +37.1% | +13.8% | +23.3% | +19.1% |
| 3Y | +341.5% | +76.2% | +265.3% | +132.4% |
| 5Y | +245.7% | +59.5% | +186.2% | +107.0% |
| 10Y | +1,502.2% | +222.2% | +1,280.0% | +334.3% |
| All | +1,502.2% | +226.8% | +1,275.4% | +334.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling