+273.0%
TSEM vs ABCL
-21.8%
+294.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.7% | -1.9% | +3.7% |
| 7D | -17.5% | -3.2% | -14.3% | -16.9% |
| 30D | -44.7% | -7.4% | -37.3% | -43.7% |
| 3M | -38.9% | +81.9% | -120.8% | -45.0% |
| 6M | -36.7% | +135.7% | -172.4% | -46.1% |
| YTD | +17.0% | +247.4% | -230.4% | -7.7% |
| 1Y | +62.8% | +162.3% | -99.4% | +33.9% |
| 3Y | +471.3% | +165.5% | +305.8% | +342.1% |
| All | +273.0% | -21.8% | +294.8% | +213.3% |
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 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