+865.7%
TSEM vs ALLY
+201.0%
+664.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +9.9% | +10.6% |
| 7D | -2.0% | -0.2% | -1.7% | -2.0% |
| 30D | -33.4% | +3.4% | -36.9% | -34.3% |
| 3M | -39.7% | -11.1% | -28.6% | -37.6% |
| 6M | -27.8% | -11.5% | -16.3% | -25.5% |
| YTD | +29.7% | -12.3% | +42.0% | +33.8% |
| 1Y | +81.1% | +1.1% | +80.0% | +78.9% |
| 3Y | +529.3% | +64.8% | +464.5% | +427.5% |
| 5Y | +315.0% | -6.9% | +321.8% | +298.4% |
| 10Y | +865.7% | +194.9% | +670.7% | +515.0% |
| All | +865.7% | +201.0% | +664.7% | +515.0% |
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