-36.7%
TSEM vs ALLY
-12.1%
-24.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +4.8% |
| 7D | -17.5% | +0.9% | -18.4% | -17.4% |
| 30D | -44.7% | +3.1% | -47.8% | -44.5% |
| 3M | -38.9% | -12.6% | -26.3% | -37.6% |
| 6M | -36.7% | -12.4% | -24.2% | -36.3% |
| All | -36.7% | -12.1% | -24.6% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling