+2,547.8%
TSEM vs ALLY
+98.6%
+2,449.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.6% | +6.0% | +7.1% |
| 7D | +6.8% | -2.8% | +9.5% | +7.8% |
| 30D | -26.6% | +1.9% | -28.5% | -27.2% |
| 3M | -36.3% | -12.1% | -24.2% | -33.7% |
| 6M | -30.6% | -9.0% | -21.6% | -28.8% |
| YTD | +35.3% | -12.9% | +48.2% | +40.1% |
| 1Y | +59.2% | -0.1% | +59.3% | +57.8% |
| 3Y | +547.7% | +64.6% | +483.1% | +438.9% |
| 5Y | +337.5% | -10.1% | +347.6% | +323.0% |
| 10Y | +887.4% | +176.7% | +710.7% | +488.5% |
| All | +2,547.8% | +98.6% | +2,449.2% | +1,743.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling