+311.2%
TSM vs ABCL
-79.5%
+390.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +2.8% |
| 7D | -2.5% | +12.4% | -14.9% | -4.0% |
| 30D | -14.3% | -0.4% | -13.9% | -14.3% |
| 3M | -7.2% | +80.4% | -87.6% | -15.5% |
| 6M | -5.1% | +138.5% | -143.7% | -17.8% |
| YTD | +28.9% | +265.5% | -236.6% | +4.0% |
| 1Y | +37.1% | +219.7% | -182.6% | +12.6% |
| 3Y | +341.5% | +209.4% | +132.1% | +244.9% |
| 5Y | +245.7% | -15.0% | +260.7% | +201.7% |
| All | +311.2% | -79.5% | +390.7% | +291.8% |
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