+476.5%
TSEM vs ALLY
+65.3%
+411.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.8% | -7.3% |
| 7D | +7.0% | +0.4% | +6.6% | +6.9% |
| 30D | -29.8% | +5.2% | -35.0% | -31.4% |
| 3M | -41.9% | -13.3% | -28.6% | -38.6% |
| 6M | -45.8% | -6.7% | -39.1% | -44.5% |
| YTD | +25.1% | -12.8% | +37.9% | +30.4% |
| 1Y | +48.2% | +0.7% | +47.6% | +45.2% |
| 3Y | +476.5% | +65.2% | +411.3% | +388.4% |
| All | +476.5% | +65.3% | +411.2% | +388.4% |
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 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