+849.8%
TSEM vs ALLY
+182.8%
+667.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.8% | -2.4% |
| 7D | -9.5% | -0.7% | -8.8% | -9.4% |
| 30D | -35.5% | +1.1% | -36.6% | -35.8% |
| 3M | -41.6% | -13.2% | -28.4% | -39.0% |
| 6M | -30.1% | -13.5% | -16.6% | -27.2% |
| YTD | +25.7% | -14.3% | +40.0% | +30.7% |
| 1Y | +50.5% | -1.1% | +51.6% | +49.7% |
| 3Y | +501.7% | +62.0% | +439.7% | +407.0% |
| 5Y | +310.9% | -9.6% | +320.6% | +298.5% |
| 10Y | +849.8% | +176.0% | +673.9% | +484.4% |
| All | +849.8% | +182.8% | +667.0% | +484.4% |
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