+236.4%
TSM vs ALLE
+49.9%
+186.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.3% | +6.7% |
| 7D | -7.6% | -0.6% | -7.0% | -7.3% |
| 30D | -20.5% | +25.3% | -45.8% | -28.1% |
| 3M | -10.0% | +10.3% | -20.3% | -14.0% |
| 6M | -10.1% | +38.0% | -48.1% | -22.9% |
| YTD | +24.5% | +17.8% | +6.7% | +14.2% |
| 1Y | +31.2% | +13.6% | +17.6% | +22.2% |
| 3Y | +322.0% | +89.2% | +232.8% | +200.2% |
| All | +236.4% | +49.9% | +186.5% | +157.3% |
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