+476.3%
TSEM vs ABCL
-81.2%
+557.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.8% |
| 7D | +7.0% | -3.3% | +10.2% | +7.5% |
| 30D | -29.8% | -7.1% | -22.7% | -28.7% |
| 3M | -41.9% | +4.7% | -46.7% | -42.3% |
| 6M | -45.8% | +140.9% | -186.6% | -53.2% |
| YTD | +25.1% | +236.0% | -210.9% | +1.5% |
| 1Y | +48.2% | +217.4% | -169.2% | +21.2% |
| 3Y | +476.5% | +188.7% | +287.8% | +355.6% |
| 5Y | +301.4% | -23.5% | +325.0% | +248.8% |
| All | +476.3% | -81.2% | +557.4% | +437.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling