+79.6%
TSM vs ABT
-18.4%
+97.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +4.9% | +1.8% |
| 7D | +6.0% | -3.1% | +9.2% | +5.4% |
| 30D | +4.5% | -2.1% | +6.6% | +4.1% |
| 3M | +3.1% | +17.4% | -14.3% | +5.6% |
| 6M | +30.2% | -2.4% | +32.6% | +33.8% |
| YTD | +45.2% | -14.2% | +59.4% | +43.7% |
| 1Y | +79.6% | -18.3% | +97.9% | +76.3% |
| All | +79.6% | -18.4% | +97.9% | +76.3% |
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