+319.5%
TSM vs ABCL
-79.6%
+399.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -2.1% | +2.3% | -4.4% | -2.3% |
| 30D | -12.5% | -0.7% | -11.9% | -12.5% |
| 3M | -5.0% | +33.4% | -38.4% | -9.2% |
| 6M | -3.2% | +137.8% | -141.0% | -16.1% |
| YTD | +31.5% | +264.3% | -232.8% | +6.2% |
| 1Y | +35.7% | +209.2% | -173.5% | +11.9% |
| 3Y | +323.5% | +208.4% | +115.1% | +231.0% |
| 5Y | +263.4% | -11.9% | +275.3% | +216.2% |
| All | +319.5% | -79.6% | +399.1% | +299.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling