+322.0%
TSM vs ABT
+22.5%
+299.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.6% | +5.7% |
| 7D | -7.6% | +3.5% | -11.1% | -6.8% |
| 30D | -20.5% | +12.0% | -32.5% | -18.7% |
| 3M | -10.0% | +2.5% | -12.4% | -9.3% |
| 6M | -10.1% | +29.1% | -39.1% | -6.4% |
| YTD | +24.5% | -10.1% | +34.6% | +24.4% |
| 1Y | +31.2% | -9.8% | +41.0% | +31.2% |
| 3Y | +322.0% | +23.3% | +298.7% | +339.7% |
| All | +322.0% | +22.5% | +299.4% | +339.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling