+7,411.7%
TSM vs ACWI
+356.8%
+7,054.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | +0.5% | +2.2% | +2.2% |
| 30D | +3.6% | +0.9% | +2.7% | +2.7% |
| 3M | -3.4% | +2.4% | -5.8% | -5.1% |
| 6M | +20.6% | +12.4% | +8.2% | +7.7% |
| YTD | +41.9% | +15.2% | +26.7% | +23.8% |
| 1Y | +84.4% | +22.7% | +61.7% | +50.9% |
| 3Y | +380.2% | +75.8% | +304.4% | +177.8% |
| 5Y | +275.3% | +67.7% | +207.6% | +131.6% |
| 10Y | +1,751.4% | +229.0% | +1,522.4% | +503.0% |
| All | +7,411.7% | +356.8% | +7,054.9% | +1,831.1% |
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