+55.2%
TSEM vs ABCL
+199.8%
-144.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.2% | +5.7% | +9.6% |
| 7D | -2.0% | +12.4% | -14.4% | -4.4% |
| 30D | -33.4% | -0.4% | -33.1% | -33.1% |
| 3M | -39.7% | +80.4% | -120.1% | -46.4% |
| 6M | -27.8% | +138.5% | -166.4% | -40.9% |
| YTD | +29.7% | +265.5% | -235.8% | -10.9% |
| All | +55.2% | +199.8% | -144.5% | +17.1% |
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