+438.8%
TSEM vs ABCL
-80.5%
+519.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.7% | -1.9% | +3.8% |
| 7D | -17.5% | -3.2% | -14.3% | -17.0% |
| 30D | -44.7% | -7.4% | -37.3% | -43.8% |
| 3M | -38.9% | +81.9% | -120.8% | -44.5% |
| 6M | -36.7% | +135.7% | -172.4% | -45.3% |
| YTD | +17.0% | +247.4% | -230.4% | -5.6% |
| 1Y | +62.8% | +162.3% | -99.4% | +36.4% |
| 3Y | +471.3% | +165.5% | +305.8% | +354.1% |
| 5Y | +290.3% | -21.3% | +311.6% | +237.4% |
| All | +438.8% | -80.5% | +519.3% | +399.6% |
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