+663.0%
TSEM vs ABCL
-41.3%
+704.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.1% | +8.0% |
| 7D | +6.9% | +0.7% | +6.2% | +6.8% |
| 30D | +5.3% | +93.1% | -87.8% | -6.3% |
| 3M | -14.9% | +79.4% | -94.3% | -23.9% |
| 6M | +80.0% | +214.9% | -134.8% | +45.5% |
| YTD | +89.4% | +234.2% | -144.9% | +50.2% |
| 1Y | +253.1% | +174.8% | +78.3% | +186.8% |
| 3Y | +642.1% | +104.5% | +537.7% | +489.6% |
| All | +663.0% | -41.3% | +704.3% | +558.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling