+1,317.1%
TSEM vs ALLY
+187.9%
+1,129.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.7% |
| 7D | +6.9% | +3.7% | +3.2% | +5.7% |
| 30D | +5.3% | -2.3% | +7.6% | +6.1% |
| 3M | -14.9% | +3.8% | -18.7% | -16.0% |
| 6M | +80.0% | +9.7% | +70.3% | +74.4% |
| YTD | +89.4% | -1.4% | +90.8% | +88.8% |
| 1Y | +253.1% | +8.2% | +244.9% | +241.0% |
| 3Y | +642.1% | +66.5% | +575.6% | +518.6% |
| 5Y | +659.1% | +1.2% | +657.9% | +610.7% |
| All | +1,317.1% | +187.9% | +1,129.1% | +816.9% |
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