-9.4%
ABT vs TSEM
+654.3%
-663.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -4.7% | +4.7% | -9.5% | -4.7% |
| 30D | -3.1% | -14.2% | +11.1% | -3.2% |
| 3M | +16.1% | -5.0% | +21.2% | +15.6% |
| 6M | -5.3% | +87.6% | -92.9% | -8.8% |
| YTD | -14.4% | +84.4% | -98.9% | -17.7% |
| 1Y | -18.4% | +235.4% | -253.8% | -24.0% |
| 3Y | +11.2% | +668.0% | -656.8% | -5.5% |
| 5Y | -9.4% | +644.7% | -654.1% | -22.6% |
| All | -9.4% | +654.3% | -663.7% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling