+2,740.7%
TSM vs ALLY
+101.5%
+2,639.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.3% | -9.4% | -10.4% |
| 7D | -18.2% | -1.1% | -17.1% | -17.9% |
| 30D | -26.8% | +4.2% | -31.0% | -27.8% |
| 3M | -14.5% | -12.4% | -2.1% | -11.1% |
| 6M | -10.0% | -8.7% | -1.3% | -7.7% |
| YTD | +17.1% | -11.6% | +28.8% | +20.8% |
| 1Y | +21.5% | +0.2% | +21.4% | +20.4% |
| 3Y | +300.4% | +57.1% | +243.3% | +237.8% |
| 5Y | +224.7% | -6.8% | +231.6% | +210.4% |
| 10Y | +1,372.7% | +200.4% | +1,172.3% | +857.1% |
| All | +2,740.7% | +101.5% | +2,639.2% | +1,852.0% |
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