+35.7%
TSM vs ABCL
+198.8%
-163.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.0% |
| 6M | -3.2% | +137.8% | -141.0% | -16.5% |
| YTD | +31.5% | +264.3% | -232.8% | +1.8% |
| 1Y | +35.7% | +209.2% | -173.5% | +9.1% |
| All | +35.7% | +198.8% | -163.1% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling