+278.9%
TSM vs ACWI
+61.3%
+217.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +2.4% |
| 7D | +4.4% | -0.7% | +5.1% | +6.0% |
| 30D | -7.0% | -2.0% | -5.0% | -3.4% |
| 3M | -1.8% | -2.2% | +0.3% | +2.3% |
| 6M | +2.7% | +1.9% | +0.8% | +1.6% |
| YTD | +37.1% | +12.0% | +25.1% | +18.5% |
| 1Y | +43.5% | +12.5% | +30.9% | +23.3% |
| 3Y | +341.5% | +75.4% | +266.1% | +112.4% |
| 5Y | +278.9% | +61.5% | +217.4% | +106.8% |
| All | +278.9% | +61.3% | +217.5% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling