On which days or months did I most outperform?
A performance question asks what a portfolio has actually returned. The answer keeps the money you paid in apart from the money the investments made, which is why a time-weighted and a money-weighted return can differ so much on the same account.
Worked through on a sample portfolio. The figures below are that portfolio’s, not yours.
Here are the periods where your portfolio most outperformed the benchmark (largest positive excess return points). I list the top months/periods from your return snapshots.
| Period | Return (TWR %) | Benchmark return (%) | Excess vs benchmark (pct points) |
|---|---|---|---|
| 2026-04-30 to 2026-05-31 | 6,39 | 5,23 | +1,16 |
| 2026-03-31 to 2026-04-30 | 6,47 | 7,75 | -1,28 |
| 2026-07-31 to 2026-08-31 | 3,14 | 0,00% | +3,14 |
| 2026-06-30 to 2026-07-31 | 3,70 | 0,00% | +3,70 |
| 2025-06-30 to 2025-07-31 | 9,01 | 4,87 | +4,14 |
| 2025-04-30 to 2025-05-31 | 8,09 | 5,80 | +2,29 |
| 2024-10-31 to 2024-11-30 | 8,11 | 5,35 | +2,76 |
| 2024-08-31 to 2024-09-30 | 2,60 | 1,37 | +1,23 |
| 2024-05-31 to 2024-06-30 | 5,61 | 5,01 | +0,60 |
| 2023-04-30 to 2023-05-31 | 5,52 | 2,41 | +3,11 |
Notes:
- "Return (TWR %)" is the time-weighted return for the period from your snapshots.
- "Excess vs benchmark" is the snapshot's reported difference (your return minus the HSBC MSCI World UCITS ETF return), shown as signed pct points.
- I sorted by notable positive excess; some adjacent months also show strong relative performance (e.g., 2025-06→07 and 2025-04→05).
If you want the single best month by excess return, it is 2025-06-30 to 2025-07-31 (your TWR +9,01% vs benchmark +4,87% = +4,14 pct points).
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See this for your own portfolio
The assistant answers the same question about your own holdings, with your figures and today’s prices. Import from your broker, or open the demo portfolio and ask it there.