+379.1%
TPR vs ALLE
+222.4%
+156.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | +14.2% | -0.6% | +14.8% | +14.5% |
| 30D | +17.1% | +25.3% | -8.3% | -1.3% |
| 3M | -17.7% | +10.3% | -28.0% | -24.1% |
| 6M | -10.2% | +38.0% | -48.2% | -30.8% |
| YTD | +4.9% | +17.8% | -12.9% | -9.8% |
| 1Y | +36.1% | +13.6% | +22.5% | +20.1% |
| 3Y | +416.5% | +89.2% | +327.3% | +196.1% |
| 5Y | +254.8% | +51.1% | +203.7% | +138.4% |
| All | +379.1% | +222.4% | +156.7% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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