-36.7%
TSEM vs ABCL
+157.7%
-194.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.7% | -1.9% | +3.2% |
| 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% | -43.9% |
| 6M | -36.7% | +135.7% | -172.4% | -41.7% |
| All | -36.7% | +157.7% | -194.4% | -41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling