+273.1%
TSM vs ACWI
+67.7%
+205.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | +0.5% | +2.2% | +1.9% |
| 30D | +3.6% | +0.9% | +2.7% | +2.2% |
| 3M | -3.4% | +2.4% | -5.8% | -6.0% |
| 6M | +20.6% | +12.4% | +8.2% | +2.5% |
| YTD | +41.9% | +15.2% | +26.7% | +16.7% |
| 1Y | +84.4% | +22.7% | +61.7% | +38.8% |
| 3Y | +380.2% | +75.8% | +304.4% | +127.4% |
| All | +273.1% | +67.7% | +205.5% | +91.3% |
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 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