+3,605.7%
TSEM vs ALLY
+124.8%
+3,480.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.7% |
| 7D | +6.9% | +3.7% | +3.2% | +5.6% |
| 30D | +5.3% | -2.3% | +7.6% | +6.1% |
| 3M | -14.9% | +3.8% | -18.7% | -16.0% |
| 6M | +80.0% | +9.7% | +70.3% | +74.2% |
| YTD | +89.4% | -1.4% | +90.8% | +88.8% |
| 1Y | +253.1% | +8.2% | +244.9% | +240.7% |
| 3Y | +642.1% | +66.5% | +575.6% | +513.9% |
| 5Y | +659.1% | +1.2% | +657.9% | +606.2% |
| 10Y | +1,291.4% | +191.4% | +1,099.9% | +721.5% |
| All | +3,605.7% | +124.8% | +3,480.8% | +2,383.9% |
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