+852.7%
TSEM vs ALLY
+172.1%
+680.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +20.5% | -2.1% | +22.7% | +21.4% |
| 30D | -29.0% | +2.0% | -31.0% | -29.5% |
| 3M | -39.4% | -13.3% | -26.0% | -36.7% |
| 6M | -28.5% | -9.9% | -18.7% | -26.5% |
| YTD | +34.4% | -13.5% | +48.0% | +39.4% |
| 1Y | +48.3% | -2.8% | +51.1% | +48.3% |
| 3Y | +543.5% | +63.4% | +480.1% | +441.2% |
| 5Y | +331.4% | -10.9% | +342.3% | +320.7% |
| All | +852.7% | +172.1% | +680.6% | +510.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling