+234.1%
ABT vs TSEM
+805.6%
-571.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.9% | +8.1% | +1.6% |
| 7D | -1.3% | +7.0% | -8.2% | -1.8% |
| 30D | +6.0% | -29.8% | +35.8% | +8.1% |
| 3M | -1.9% | -41.9% | +40.1% | +1.1% |
| 6M | +31.2% | -45.8% | +76.9% | +34.2% |
| YTD | -11.2% | +25.1% | -36.3% | -18.8% |
| 1Y | -14.0% | +48.2% | -62.2% | -23.2% |
| 3Y | +20.7% | +476.5% | -455.8% | -15.5% |
| 5Y | -6.7% | +301.4% | -308.1% | -31.6% |
| All | +234.1% | +805.6% | -571.5% | +85.7% |
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