+1,643.1%
TSM vs ALLY
+174.3%
+1,468.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +6.2% | +0.4% | +5.8% | +6.1% |
| 30D | -7.3% | +5.2% | -12.5% | -8.9% |
| 3M | -7.1% | -13.3% | +6.2% | -3.1% |
| 6M | +0.2% | -6.7% | +6.9% | +2.1% |
| YTD | +32.2% | -12.8% | +45.1% | +37.0% |
| 1Y | +42.8% | +0.7% | +42.1% | +41.2% |
| 3Y | +330.4% | +65.2% | +265.2% | +255.8% |
| 5Y | +263.9% | -10.1% | +274.1% | +251.4% |
| All | +1,643.1% | +174.3% | +1,468.8% | +1,181.2% |
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