+519.5%
TSEM vs ALLE
+92.1%
+427.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +20.5% | +1.6% | +18.9% | +20.1% |
| 30D | -29.0% | +24.1% | -53.0% | -33.2% |
| 3M | -39.4% | +14.8% | -54.2% | -41.5% |
| 6M | -28.5% | +45.9% | -74.4% | -36.9% |
| YTD | +34.4% | +20.7% | +13.7% | +26.7% |
| 1Y | +48.3% | +14.2% | +34.2% | +42.9% |
| All | +519.5% | +92.1% | +427.5% | +400.4% |
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 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