+1,709.2%
TSM vs ALLY
+193.4%
+1,515.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.8% |
| 7D | +2.7% | +3.7% | -0.9% | +1.5% |
| 30D | +3.6% | -2.3% | +5.9% | +4.3% |
| 3M | -3.4% | +3.8% | -7.2% | -4.6% |
| 6M | +20.6% | +9.7% | +10.9% | +16.8% |
| YTD | +41.9% | -1.4% | +43.3% | +41.7% |
| 1Y | +84.4% | +8.2% | +76.1% | +78.1% |
| 3Y | +380.2% | +66.5% | +313.7% | +295.9% |
| 5Y | +275.3% | +1.2% | +274.1% | +248.7% |
| All | +1,709.2% | +193.4% | +1,515.8% | +1,272.2% |
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 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