+6,100.6%
TSM vs ACWI
+330.1%
+5,770.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.8% | -7.0% | -6.5% |
| 7D | -18.2% | -4.0% | -14.2% | -14.1% |
| 30D | -26.8% | -5.8% | -21.0% | -21.4% |
| 3M | -14.5% | -5.0% | -9.5% | -8.9% |
| 6M | -10.0% | +0.7% | -10.7% | -9.2% |
| YTD | +17.1% | +8.4% | +8.7% | +9.8% |
| 1Y | +21.5% | +10.1% | +11.4% | +12.2% |
| 3Y | +300.4% | +70.8% | +229.6% | +140.8% |
| 5Y | +224.7% | +55.4% | +169.3% | +118.7% |
| 10Y | +1,372.7% | +223.3% | +1,149.3% | +394.2% |
| All | +6,100.6% | +330.1% | +5,770.5% | +1,613.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling