+2,920.4%
TSM vs ALLY
+98.1%
+2,822.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +6.9% |
| 7D | -7.6% | +0.9% | -8.5% | -7.9% |
| 30D | -20.5% | +3.1% | -23.6% | -21.3% |
| 3M | -10.0% | -12.6% | +2.6% | -6.4% |
| 6M | -10.1% | -12.4% | +2.4% | -6.6% |
| YTD | +24.5% | -13.2% | +37.7% | +29.1% |
| 1Y | +31.2% | +1.8% | +29.4% | +29.3% |
| 3Y | +322.0% | +58.0% | +264.0% | +255.4% |
| 5Y | +245.3% | -8.4% | +253.7% | +231.7% |
| 10Y | +1,465.8% | +195.3% | +1,270.6% | +922.7% |
| All | +2,920.4% | +98.1% | +2,822.3% | +1,985.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling