+296.9%
TSM vs ABCL
+139.9%
+157.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.4% | -1.4% | -9.4% |
| 7D | -18.2% | -14.9% | -3.3% | -16.2% |
| 30D | -26.8% | -15.4% | -11.4% | -25.0% |
| 3M | -14.5% | +88.0% | -102.5% | -23.0% |
| 6M | -10.0% | +138.8% | -148.9% | -22.8% |
| YTD | +17.1% | +225.4% | -208.3% | -5.3% |
| 1Y | +21.5% | +137.3% | -115.8% | +2.7% |
| All | +296.9% | +139.9% | +157.0% | +203.0% |
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