+236.1%
ALNY vs TSEM
+1,313.0%
-1,076.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -6.5% | -4.9% | -1.7% | -6.0% |
| 30D | +11.0% | -18.7% | +29.8% | +13.7% |
| 3M | -14.1% | -18.1% | +4.1% | -13.6% |
| 6M | -22.4% | +77.1% | -99.5% | -33.7% |
| YTD | -37.5% | +80.1% | -117.6% | -47.4% |
| 1Y | -46.9% | +220.4% | -267.3% | -60.8% |
| 3Y | +22.1% | +650.1% | -628.0% | -28.1% |
| 5Y | +31.2% | +628.9% | -597.7% | -24.0% |
| All | +236.1% | +1,313.0% | -1,076.9% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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