+1,301.0%
TSEM vs ALLE
+148.2%
+1,152.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.8% |
| 7D | +10.4% | +2.8% | +7.6% | +9.2% |
| 30D | -12.9% | -7.6% | -5.3% | -10.0% |
| 3M | -9.2% | +22.8% | -32.0% | -17.4% |
| 6M | +98.8% | +4.6% | +94.2% | +93.3% |
| YTD | +87.2% | -1.2% | +88.4% | +85.7% |
| 1Y | +239.0% | -9.1% | +248.1% | +248.3% |
| 3Y | +679.5% | +50.0% | +629.5% | +531.4% |
| 5Y | +667.3% | +15.2% | +652.0% | +588.9% |
| 10Y | +1,301.0% | +151.1% | +1,149.9% | +737.9% |
| All | +1,301.0% | +148.2% | +1,152.8% | +737.9% |
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