+3,395.0%
ABT vs TSEM
-26.5%
+3,421.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.9% | +8.1% | +1.4% |
| 7D | -1.3% | +7.0% | -8.2% | -1.5% |
| 30D | +6.0% | -29.8% | +35.8% | +7.1% |
| 3M | -1.9% | -41.9% | +40.1% | -0.4% |
| 6M | +31.2% | -45.8% | +76.9% | +32.7% |
| YTD | -11.2% | +25.1% | -36.3% | -13.5% |
| 1Y | -14.0% | +48.2% | -62.2% | -16.8% |
| 3Y | +20.7% | +476.5% | -455.8% | +9.5% |
| 5Y | -6.7% | +301.4% | -308.1% | -14.4% |
| 10Y | +226.3% | +812.9% | -586.6% | +188.2% |
| All | +3,395.0% | -26.5% | +3,421.4% | +2,734.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling