+1,410.4%
TSM vs MSCI
+789.3%
+621.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +7.2% |
| 7D | -7.6% | +2.8% | -10.4% | -8.7% |
| 30D | -20.5% | +15.4% | -35.9% | -25.2% |
| 3M | -10.0% | +13.4% | -23.4% | -14.9% |
| 6M | -10.1% | +10.9% | -21.0% | -15.5% |
| YTD | +24.5% | +13.0% | +11.5% | +15.1% |
| 1Y | +31.2% | +12.0% | +19.1% | +21.5% |
| 3Y | +322.0% | +34.1% | +287.9% | +248.2% |
| 5Y | +245.3% | +3.9% | +241.4% | +210.5% |
| All | +1,410.4% | +789.3% | +621.0% | +473.7% |
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