+346.2%
TSM vs ALLY
+65.2%
+281.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.7% |
| 7D | +4.4% | -2.8% | +7.2% | +5.5% |
| 30D | -7.0% | +1.9% | -8.9% | -7.7% |
| 3M | -1.8% | -12.1% | +10.3% | +2.4% |
| 6M | +2.7% | -9.0% | +11.7% | +5.6% |
| YTD | +37.1% | -12.9% | +50.0% | +42.4% |
| 1Y | +43.5% | -0.1% | +43.5% | +41.8% |
| All | +346.2% | +65.2% | +281.0% | +300.1% |
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