+197.1%
ABT vs TSEM
+1,313.0%
-1,115.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.5% |
| 7D | -5.9% | -4.9% | -1.0% | -5.5% |
| 30D | -8.1% | -18.7% | +10.7% | -6.8% |
| 3M | +14.5% | -18.1% | +32.7% | +14.9% |
| 6M | -6.3% | +77.1% | -83.4% | -15.2% |
| YTD | -17.1% | +80.1% | -97.3% | -25.6% |
| 1Y | -21.4% | +220.4% | -241.8% | -35.0% |
| 3Y | +5.9% | +650.1% | -644.1% | -26.0% |
| 5Y | -12.8% | +628.9% | -641.6% | -40.3% |
| All | +197.1% | +1,313.0% | -1,115.8% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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