+33.0%
TSM vs ALLE
+15.5%
+17.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.0% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | -14.3% | +26.6% | -40.9% | -17.9% |
| 3M | -7.2% | +13.2% | -20.4% | -8.5% |
| 6M | -5.1% | +42.9% | -48.0% | -13.3% |
| YTD | +28.9% | +21.0% | +7.9% | +22.7% |
| All | +33.0% | +15.5% | +17.5% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling