+330.4%
TSM vs ABCL
+185.8%
+144.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.3% |
| 3M | -7.1% | +4.7% | -11.9% | -8.2% |
| 6M | +0.2% | +140.9% | -140.6% | -14.0% |
| YTD | +32.2% | +236.0% | -203.7% | +6.4% |
| 1Y | +42.8% | +217.4% | -174.6% | +15.8% |
| 3Y | +330.4% | +188.7% | +141.7% | +217.5% |
| All | +330.4% | +185.8% | +144.6% | +217.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling