+1,815.4%
TSM vs ABT
+205.6%
+1,609.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +4.8% | -4.7% | +9.5% | +6.3% |
| 30D | +4.0% | -3.1% | +7.2% | +4.9% |
| 3M | +2.0% | +16.1% | -14.2% | -3.8% |
| 6M | +25.5% | -5.3% | +30.8% | +26.9% |
| YTD | +44.0% | -14.4% | +58.5% | +50.5% |
| 1Y | +75.4% | -18.4% | +93.8% | +85.7% |
| 3Y | +406.7% | +11.2% | +395.5% | +356.2% |
| 5Y | +285.0% | -9.4% | +294.4% | +275.4% |
| 10Y | +1,815.4% | +209.7% | +1,605.6% | +1,013.5% |
| All | +1,815.4% | +205.6% | +1,609.7% | +1,013.5% |
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