+297.2%
TSM vs ABCL
-80.5%
+377.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.7% | -0.4% | +5.4% |
| 7D | -7.6% | -3.2% | -4.4% | -7.1% |
| 30D | -20.5% | -7.4% | -13.1% | -19.7% |
| 3M | -10.0% | +81.9% | -91.9% | -18.1% |
| 6M | -10.1% | +135.7% | -145.8% | -22.0% |
| YTD | +24.5% | +247.4% | -222.9% | +1.2% |
| 1Y | +31.2% | +162.3% | -131.1% | +10.5% |
| 3Y | +322.0% | +165.5% | +156.5% | +236.3% |
| 5Y | +245.3% | -21.3% | +266.5% | +204.0% |
| All | +297.2% | -80.5% | +377.7% | +281.2% |
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