+1,502.2%
TSM vs MSCI
+799.4%
+702.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | -2.5% | +1.5% | -4.0% | -3.1% |
| 30D | -14.3% | +14.4% | -28.7% | -19.0% |
| 3M | -7.2% | +15.2% | -22.4% | -12.9% |
| 6M | -5.1% | +11.2% | -16.3% | -10.9% |
| YTD | +28.9% | +13.9% | +15.0% | +18.8% |
| 1Y | +37.1% | +12.5% | +24.6% | +26.8% |
| 3Y | +341.5% | +32.3% | +309.2% | +266.9% |
| 5Y | +245.7% | +4.9% | +240.8% | +209.8% |
| 10Y | +1,502.2% | +779.7% | +722.5% | +504.3% |
| All | +1,502.2% | +799.4% | +702.9% | +504.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling