+1,641.8%
TSM vs ALLE
+212.2%
+1,429.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.4% | +3.9% |
| 7D | +4.4% | -0.8% | +5.3% | +4.9% |
| 30D | -7.0% | +27.4% | -34.3% | -16.6% |
| 3M | -1.8% | +13.8% | -15.7% | -7.7% |
| 6M | +2.7% | +45.5% | -42.8% | -14.1% |
| YTD | +37.1% | +21.4% | +15.7% | +23.8% |
| 1Y | +43.5% | +15.4% | +28.1% | +32.4% |
| 3Y | +341.5% | +91.7% | +249.8% | +217.8% |
| 5Y | +278.9% | +54.5% | +224.3% | +194.6% |
| 10Y | +1,641.8% | +210.5% | +1,431.3% | +939.1% |
| All | +1,641.8% | +212.2% | +1,429.6% | +939.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling