+1,598.5%
TSM vs ALLY
+182.8%
+1,415.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.3% | +2.7% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -12.5% | +1.1% | -13.7% | -13.0% |
| 3M | -5.0% | -13.2% | +8.2% | -0.9% |
| 6M | -3.2% | -13.5% | +10.3% | +0.9% |
| YTD | +31.5% | -14.3% | +45.8% | +36.9% |
| 1Y | +35.7% | -1.1% | +36.8% | +34.9% |
| 3Y | +323.5% | +62.0% | +261.5% | +252.5% |
| 5Y | +263.4% | -9.6% | +273.0% | +250.4% |
| 10Y | +1,598.5% | +176.0% | +1,422.6% | +1,231.7% |
| All | +1,598.5% | +182.8% | +1,415.7% | +1,231.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling