+1,643.1%
TSM vs MSCI
+811.9%
+831.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | +6.2% | +3.0% | +3.2% | +5.0% |
| 30D | -7.3% | +17.8% | -25.1% | -13.4% |
| 3M | -7.1% | +15.2% | -22.3% | -12.7% |
| 6M | +0.2% | +16.5% | -16.2% | -7.6% |
| YTD | +32.2% | +16.4% | +15.9% | +20.9% |
| 1Y | +42.8% | +16.8% | +26.0% | +30.1% |
| 3Y | +330.4% | +35.8% | +294.6% | +254.0% |
| 5Y | +263.9% | +7.0% | +257.0% | +223.6% |
| All | +1,643.1% | +811.9% | +831.2% | +566.5% |
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