+676.6%
TSEM vs ALLE
+50.9%
+625.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.0% | +6.8% | +7.5% |
| 7D | +6.9% | -0.2% | +7.1% | +7.0% |
| 30D | +5.3% | -6.8% | +12.1% | +7.6% |
| 3M | -14.9% | +21.0% | -35.9% | -20.9% |
| 6M | +80.0% | +1.1% | +78.9% | +79.0% |
| YTD | +89.4% | -0.5% | +89.9% | +88.2% |
| 1Y | +253.1% | -7.3% | +260.3% | +260.1% |
| All | +676.6% | +50.9% | +625.7% | +553.0% |
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