+471.3%
TSEM vs ALLE
+88.9%
+382.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.8% | +5.1% |
| 7D | -17.5% | -0.6% | -16.9% | -17.4% |
| 30D | -44.7% | +25.3% | -70.0% | -48.3% |
| 3M | -38.9% | +10.3% | -49.2% | -40.5% |
| 6M | -36.7% | +38.0% | -74.7% | -43.2% |
| YTD | +17.0% | +17.8% | -0.8% | +10.8% |
| 1Y | +62.8% | +13.6% | +49.2% | +56.6% |
| 3Y | +471.3% | +89.2% | +382.1% | +353.1% |
| All | +471.3% | +88.9% | +382.4% | +353.1% |
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 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