+253.1%
TSEM vs ABCL
+186.8%
+66.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.1% | +8.1% |
| 7D | +6.9% | +0.7% | +6.2% | +6.7% |
| 30D | +5.3% | +93.1% | -87.8% | -8.4% |
| 3M | -14.9% | +79.4% | -94.4% | -25.9% |
| 6M | +80.0% | +214.9% | -134.8% | +35.3% |
| YTD | +89.4% | +234.2% | -144.9% | +37.7% |
| 1Y | +253.1% | +174.8% | +78.3% | +176.1% |
| All | +253.1% | +186.8% | +66.3% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling