+1,641.8%
TSM vs MSCI
+809.1%
+832.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.5% | +4.0% |
| 7D | +4.4% | -1.9% | +6.3% | +5.3% |
| 30D | -7.0% | +16.5% | -23.4% | -12.7% |
| 3M | -1.8% | +18.2% | -20.0% | -8.7% |
| 6M | +2.7% | +14.0% | -11.3% | -4.5% |
| YTD | +37.1% | +16.6% | +20.5% | +25.2% |
| 1Y | +43.5% | +14.8% | +28.6% | +31.8% |
| 3Y | +341.5% | +33.3% | +308.3% | +266.4% |
| 5Y | +278.9% | +9.1% | +269.8% | +233.9% |
| 10Y | +1,641.8% | +820.4% | +821.4% | +544.7% |
| All | +1,641.8% | +809.1% | +832.7% | +544.7% |
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