+278.9%
TSM vs ALLY
-8.7%
+287.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.5% |
| 6M | +2.7% | -9.0% | +11.7% | +5.7% |
| YTD | +37.1% | -12.9% | +50.0% | +42.5% |
| 1Y | +43.5% | -0.1% | +43.5% | +41.9% |
| 3Y | +341.5% | +64.6% | +276.9% | +256.9% |
| 5Y | +278.9% | -10.1% | +288.9% | +289.8% |
| All | +278.9% | -8.7% | +287.5% | +289.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling