+237.4%
TPR vs ALLE
+344.1%
-106.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.8% | +2.4% |
| 7D | +12.6% | +6.7% | +6.0% | +8.1% |
| 30D | +7.1% | +25.4% | -18.2% | -8.4% |
| 3M | -19.4% | +16.9% | -36.3% | -27.9% |
| 6M | -9.7% | +46.6% | -56.3% | -31.7% |
| YTD | -1.0% | +22.4% | -23.4% | -15.9% |
| 1Y | +19.3% | +17.7% | +1.6% | +4.1% |
| 3Y | +379.0% | +96.3% | +282.6% | +183.7% |
| 5Y | +239.1% | +57.4% | +181.7% | +131.0% |
| 10Y | +364.0% | +241.0% | +123.0% | +115.5% |
| All | +237.4% | +344.1% | -106.8% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling