+3,277.6%
ABT vs TSEM
+10.0%
+3,267.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | -3.1% | +10.4% | -13.6% | -3.5% |
| 30D | -2.1% | -12.9% | +10.8% | -1.7% |
| 3M | +17.4% | -9.2% | +26.6% | +17.2% |
| 6M | -2.4% | +98.8% | -101.2% | -5.9% |
| YTD | -14.2% | +87.2% | -101.4% | -17.3% |
| 1Y | -18.3% | +239.0% | -257.3% | -23.2% |
| 3Y | +11.5% | +679.5% | -668.0% | +0.6% |
| 5Y | -9.9% | +667.3% | -677.1% | -19.0% |
| 10Y | +204.4% | +1,301.0% | -1,096.7% | +165.9% |
| All | +3,277.6% | +10.0% | +3,267.5% | +2,611.1% |
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