+245.7%
TSM vs ALLE
+55.0%
+190.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.4% |
| 7D | -2.5% | -0.6% | -1.9% | -2.2% |
| 30D | -14.3% | +26.6% | -40.9% | -22.7% |
| 3M | -7.2% | +13.2% | -20.4% | -12.3% |
| 6M | -5.1% | +42.9% | -48.0% | -19.8% |
| YTD | +28.9% | +21.0% | +7.9% | +16.9% |
| 1Y | +37.1% | +15.2% | +21.9% | +27.1% |
| 3Y | +341.5% | +95.6% | +245.9% | +209.8% |
| 5Y | +245.7% | +53.4% | +192.3% | +161.8% |
| All | +245.7% | +55.0% | +190.7% | +161.8% |
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