+273.1%
TSM vs ABT
-6.8%
+279.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | +2.7% | -3.7% | +6.4% | +3.1% |
| 30D | +3.6% | +2.5% | +1.1% | +3.3% |
| 3M | -3.4% | +20.2% | -23.6% | -5.7% |
| 6M | +20.6% | -2.9% | +23.5% | +22.0% |
| YTD | +41.9% | -11.9% | +53.8% | +45.4% |
| 1Y | +84.4% | -16.5% | +100.9% | +90.5% |
| 3Y | +380.2% | +12.1% | +368.1% | +347.6% |
| All | +273.1% | -6.8% | +279.9% | +254.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling