+236.4%
TSM vs ACWI
+54.8%
+181.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.4% | +6.4% |
| 7D | -7.6% | -2.4% | -5.2% | -3.7% |
| 30D | -20.5% | -5.2% | -15.3% | -13.0% |
| 3M | -10.0% | -4.8% | -5.2% | -2.0% |
| 6M | -10.1% | -1.3% | -8.7% | -6.5% |
| YTD | +24.5% | +8.4% | +16.1% | +13.3% |
| 1Y | +31.2% | +11.0% | +20.1% | +15.3% |
| 3Y | +322.0% | +70.6% | +251.4% | +112.4% |
| All | +236.4% | +54.8% | +181.6% | +95.2% |
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 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