+7,816.5%
TSM vs MSCI
+2,756.4%
+5,060.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +3.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +3.6% | +0.6% | +3.0% | +3.2% |
| 3M | -3.4% | -7.1% | +3.7% | -1.9% |
| 6M | +20.6% | +0.8% | +19.8% | +18.2% |
| YTD | +41.9% | +1.0% | +40.9% | +38.3% |
| 1Y | +84.4% | +4.3% | +80.1% | +76.2% |
| 3Y | +380.2% | +9.9% | +370.3% | +339.9% |
| 5Y | +275.3% | -6.8% | +282.1% | +258.7% |
| 10Y | +1,751.4% | +614.7% | +1,136.7% | +694.3% |
| All | +7,816.5% | +2,756.4% | +5,060.1% | +1,754.5% |
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 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