+421.8%
TPR vs ALLE
+90.7%
+331.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +8.3% |
| 7D | +13.9% | 0.0% | +13.8% | +13.7% |
| 30D | +14.9% | +20.6% | -5.7% | +5.4% |
| 3M | -15.4% | +11.4% | -26.8% | -19.6% |
| 6M | -4.5% | +42.5% | -47.0% | -20.1% |
| YTD | +6.0% | +18.9% | -12.9% | -3.1% |
| 1Y | +24.3% | +14.2% | +10.2% | +16.2% |
| All | +421.8% | +90.7% | +331.1% | +251.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling