+273.1%
TSM vs ABCL
-41.3%
+314.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.0% |
| 7D | +2.7% | +0.7% | +2.0% | +2.6% |
| 30D | +3.6% | +93.1% | -89.5% | -7.3% |
| 3M | -3.4% | +79.4% | -82.8% | -13.2% |
| 6M | +20.6% | +214.9% | -194.3% | -1.3% |
| YTD | +41.9% | +234.2% | -192.3% | +13.7% |
| 1Y | +84.4% | +174.8% | -90.4% | +51.4% |
| 3Y | +380.2% | +104.5% | +275.8% | +287.4% |
| All | +273.1% | -41.3% | +314.4% | +224.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling