+644.7%
TSEM vs ALLE
+11.9%
+632.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.7% |
| 7D | +4.7% | -2.2% | +6.9% | +5.4% |
| 30D | -14.2% | -8.3% | -5.9% | -12.2% |
| 3M | -5.0% | +16.3% | -21.3% | -9.4% |
| 6M | +87.6% | +1.8% | +85.8% | +85.8% |
| YTD | +84.4% | -3.9% | +88.4% | +85.1% |
| 1Y | +235.4% | -10.0% | +245.4% | +242.7% |
| 3Y | +668.0% | +45.8% | +622.2% | +589.9% |
| 5Y | +644.7% | +13.3% | +631.5% | +646.1% |
| All | +644.7% | +11.9% | +632.8% | +646.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling