+479.1%
TSEM vs ABCL
-79.6%
+558.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -9.5% | +2.3% | -11.8% | -9.7% |
| 30D | -35.5% | -0.7% | -34.8% | -35.1% |
| 3M | -41.6% | +33.4% | -75.0% | -44.0% |
| 6M | -30.1% | +137.8% | -167.8% | -39.7% |
| YTD | +25.7% | +264.3% | -238.6% | +0.7% |
| 1Y | +50.5% | +209.2% | -158.7% | +23.3% |
| 3Y | +501.7% | +208.4% | +293.3% | +370.2% |
| 5Y | +310.9% | -11.9% | +322.8% | +250.4% |
| All | +479.1% | -79.6% | +558.6% | +433.1% |
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 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