+330.4%
TSM vs ALLY
+65.3%
+265.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.0% |
| 3M | -7.1% | -13.3% | +6.2% | -2.7% |
| 6M | +0.2% | -6.7% | +6.9% | +2.2% |
| YTD | +32.2% | -12.8% | +45.1% | +37.3% |
| 1Y | +42.8% | +0.7% | +42.1% | +40.8% |
| 3Y | +330.4% | +65.2% | +265.2% | +285.8% |
| All | +330.4% | +65.3% | +265.1% | +285.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling