+3,435.9%
ALNY vs TSEM
+162.7%
+3,273.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.1% | -3.5% |
| 7D | -6.4% | +0.9% | -7.3% | -6.6% |
| 30D | +11.9% | -16.6% | +28.5% | +14.4% |
| 3M | -15.0% | -10.9% | -4.1% | -15.9% |
| 6M | -23.2% | +78.0% | -101.2% | -32.9% |
| YTD | -37.8% | +77.2% | -115.0% | -46.0% |
| 1Y | -47.3% | +207.6% | -254.8% | -58.3% |
| 3Y | +22.9% | +637.8% | -615.0% | -17.4% |
| 5Y | +30.6% | +617.0% | -586.4% | -13.2% |
| 10Y | +254.6% | +1,270.7% | -1,016.0% | +105.6% |
| All | +3,435.9% | +162.7% | +3,273.1% | +1,961.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling