+471.3%
TSEM vs ABCL
+156.0%
+315.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.7% | -1.9% | +3.4% |
| 7D | -17.5% | -3.2% | -14.3% | -16.8% |
| 30D | -44.7% | -7.4% | -37.3% | -43.6% |
| 3M | -38.9% | +81.9% | -120.8% | -46.0% |
| 6M | -36.7% | +135.7% | -172.4% | -47.9% |
| YTD | +17.0% | +247.4% | -230.4% | -12.4% |
| 1Y | +62.8% | +162.3% | -99.4% | +28.3% |
| 3Y | +471.3% | +165.5% | +305.8% | +324.3% |
| All | +471.3% | +156.0% | +315.3% | +324.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling