+471.3%
TSEM vs ALLY
+54.4%
+416.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +5.5% |
| 7D | -17.5% | +0.9% | -18.4% | -18.0% |
| 30D | -44.7% | +3.1% | -47.8% | -45.5% |
| 3M | -38.9% | -12.6% | -26.3% | -35.7% |
| 6M | -36.7% | -12.4% | -24.2% | -33.7% |
| YTD | +17.0% | -13.2% | +30.1% | +22.0% |
| 1Y | +62.8% | +1.8% | +61.0% | +58.9% |
| 3Y | +471.3% | +58.0% | +413.3% | +380.5% |
| All | +471.3% | +54.4% | +416.9% | +380.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling