-10.0%
TSM vs ACWI
+1.0%
-11.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.8% | -7.0% | -1.8% |
| 7D | -18.2% | -4.0% | -14.2% | -9.4% |
| 30D | -26.8% | -5.8% | -21.0% | -15.1% |
| 3M | -14.5% | -5.0% | -9.5% | -2.8% |
| 6M | -10.0% | +0.7% | -10.7% | -9.5% |
| All | -10.0% | +1.0% | -11.1% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling