+769.2%
TSEM vs ALLE
+222.4%
+546.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.8% | +5.2% |
| 7D | -17.5% | -0.6% | -16.9% | -17.4% |
| 30D | -44.7% | +25.3% | -70.0% | -50.0% |
| 3M | -38.9% | +10.3% | -49.2% | -41.8% |
| 6M | -36.7% | +38.0% | -74.7% | -45.7% |
| YTD | +17.0% | +17.8% | -0.8% | +7.0% |
| 1Y | +62.8% | +13.6% | +49.2% | +51.4% |
| 3Y | +471.3% | +89.2% | +382.1% | +316.8% |
| 5Y | +290.3% | +51.1% | +239.2% | +207.2% |
| All | +769.2% | +222.4% | +546.8% | +369.4% |
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