+2,654.0%
TSM vs ALLE
+331.3%
+2,322.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.9% | -7.9% | -9.6% |
| 7D | -18.2% | 0.0% | -18.3% | -18.2% |
| 30D | -26.8% | +20.6% | -47.4% | -32.6% |
| 3M | -14.5% | +11.4% | -25.9% | -18.8% |
| 6M | -10.0% | +42.5% | -52.6% | -23.6% |
| YTD | +17.1% | +18.9% | -1.8% | +7.0% |
| 1Y | +21.5% | +14.2% | +7.4% | +12.9% |
| 3Y | +300.4% | +90.7% | +209.7% | +193.7% |
| 5Y | +224.7% | +52.5% | +172.2% | +157.1% |
| 10Y | +1,372.7% | +231.2% | +1,141.4% | +748.3% |
| All | +2,654.0% | +331.3% | +2,322.7% | +1,399.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling