+1,502.2%
TSM vs ALLY
+201.0%
+1,301.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -14.3% | +3.4% | -17.7% | -15.3% |
| 3M | -7.2% | -11.1% | +3.8% | -4.0% |
| 6M | -5.1% | -11.5% | +6.4% | -1.8% |
| YTD | +28.9% | -12.3% | +41.2% | +33.3% |
| 1Y | +37.1% | +1.1% | +36.0% | +35.4% |
| 3Y | +341.5% | +64.8% | +276.7% | +266.0% |
| 5Y | +245.7% | -6.9% | +252.6% | +230.4% |
| 10Y | +1,502.2% | +194.9% | +1,307.3% | +1,227.2% |
| All | +1,502.2% | +201.0% | +1,301.2% | +1,227.2% |
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