+7,404.3%
TSM vs MSCI
+3,147.7%
+4,256.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.3% |
| 7D | +14.8% | -0.7% | +15.5% | +15.1% |
| 30D | -8.9% | +16.2% | -25.1% | -14.2% |
| 3M | -5.3% | +16.1% | -21.4% | -11.0% |
| 6M | +2.6% | +12.9% | -10.3% | -3.8% |
| YTD | +34.5% | +14.8% | +19.7% | +24.3% |
| 1Y | +41.0% | +13.8% | +27.2% | +30.7% |
| 3Y | +333.1% | +31.2% | +301.9% | +269.2% |
| 5Y | +270.1% | +5.6% | +264.5% | +236.6% |
| 10Y | +1,608.7% | +806.4% | +802.2% | +568.6% |
| All | +7,404.3% | +3,147.7% | +4,256.6% | +1,567.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling