+84.4%
TSM vs ABT
-16.1%
+100.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.8% |
| 7D | +2.7% | -3.7% | +6.4% | +2.0% |
| 30D | +3.6% | +2.5% | +1.1% | +4.1% |
| 3M | -3.4% | +20.2% | -23.6% | -0.5% |
| 6M | +20.6% | -2.9% | +23.5% | +23.9% |
| YTD | +41.9% | -11.9% | +53.8% | +41.3% |
| 1Y | +84.4% | -16.5% | +100.9% | +81.7% |
| All | +84.4% | -16.1% | +100.5% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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