+35.7%
TSM vs ALLE
+14.8%
+20.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.1% |
| 7D | -2.1% | +0.1% | -2.1% | -2.0% |
| 30D | -12.5% | +25.9% | -38.5% | -16.2% |
| 3M | -5.0% | +14.9% | -19.9% | -6.8% |
| 6M | -3.2% | +42.1% | -45.3% | -11.4% |
| YTD | +31.5% | +20.4% | +11.1% | +25.3% |
| 1Y | +35.7% | +14.9% | +20.8% | +30.2% |
| All | +35.7% | +14.8% | +20.9% | +30.2% |
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