+4,874.0%
TSEM vs ALLE
+260.9%
+4,613.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.0% | +6.8% | +7.4% |
| 7D | +6.9% | -0.2% | +7.1% | +7.1% |
| 30D | +5.3% | -6.8% | +12.1% | +8.7% |
| 3M | -14.9% | +21.0% | -35.9% | -22.7% |
| 6M | +80.0% | +1.1% | +78.9% | +77.5% |
| YTD | +89.4% | -0.5% | +89.9% | +87.0% |
| 1Y | +253.1% | -7.3% | +260.3% | +259.9% |
| 3Y | +642.1% | +42.3% | +599.9% | +506.4% |
| 5Y | +659.1% | +13.5% | +645.6% | +576.7% |
| 10Y | +1,291.4% | +144.0% | +1,147.3% | +665.5% |
| All | +4,874.0% | +260.9% | +4,613.2% | +2,107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling