+239.0%
TSEM vs ALLY
+5.0%
+233.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | 0.0% |
| 7D | +10.4% | +1.0% | +9.4% | +10.1% |
| 30D | -12.9% | -3.3% | -9.6% | -12.0% |
| 3M | -9.2% | +0.5% | -9.6% | -9.4% |
| 6M | +98.8% | +12.6% | +86.2% | +90.3% |
| YTD | +87.2% | -4.7% | +91.9% | +87.0% |
| 1Y | +239.0% | +5.2% | +233.7% | +214.1% |
| All | +239.0% | +5.0% | +233.9% | +214.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling