+341.5%
TSM vs ACWI
+74.5%
+267.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | -1.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.8% |
| 30D | -14.3% | -2.8% | -11.4% | -9.0% |
| 3M | -7.2% | -3.2% | -4.1% | -0.8% |
| 6M | -5.1% | +1.3% | -6.4% | -5.6% |
| YTD | +28.9% | +11.2% | +17.7% | +9.1% |
| 1Y | +37.1% | +13.8% | +23.3% | +11.6% |
| 3Y | +341.5% | +76.2% | +265.3% | +68.2% |
| All | +341.5% | +74.5% | +267.0% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling