+273.1%
TSM vs ALLE
+13.7%
+259.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.4% |
| 7D | +2.7% | -0.2% | +3.0% | +2.8% |
| 30D | +3.6% | -6.8% | +10.4% | +6.8% |
| 3M | -3.4% | +21.0% | -24.4% | -12.1% |
| 6M | +20.6% | +1.1% | +19.5% | +19.2% |
| YTD | +41.9% | -0.5% | +42.4% | +40.4% |
| 1Y | +84.4% | -7.3% | +91.6% | +88.0% |
| 3Y | +380.2% | +42.3% | +338.0% | +290.8% |
| All | +273.1% | +13.7% | +259.4% | +210.5% |
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 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