+321.9%
TSM vs ABCL
-81.2%
+403.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.5% |
| 7D | +6.2% | -3.3% | +9.5% | +6.7% |
| 30D | -7.3% | -7.1% | -0.2% | -6.4% |
| 3M | -7.1% | +4.7% | -11.9% | -8.2% |
| 6M | +0.2% | +140.9% | -140.6% | -13.3% |
| YTD | +32.2% | +236.0% | -203.7% | +8.0% |
| 1Y | +42.8% | +217.4% | -174.6% | +17.4% |
| 3Y | +330.4% | +188.7% | +141.7% | +239.5% |
| 5Y | +263.9% | -23.5% | +287.4% | +221.8% |
| All | +321.9% | -81.2% | +403.0% | +306.7% |
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 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