+1,502.2%
TSM vs ABT
+221.4%
+1,280.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | -14.3% | +11.6% | -25.9% | -17.3% |
| 3M | -7.2% | +3.1% | -10.4% | -8.5% |
| 6M | -5.1% | +32.8% | -37.9% | -14.8% |
| YTD | +28.9% | -9.6% | +38.5% | +32.0% |
| 1Y | +37.1% | -10.4% | +47.4% | +40.5% |
| 3Y | +341.5% | +25.8% | +315.6% | +277.8% |
| 5Y | +245.7% | -3.4% | +249.1% | +229.6% |
| 10Y | +1,502.2% | +232.9% | +1,269.4% | +825.0% |
| All | +1,502.2% | +221.4% | +1,280.9% | +825.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling