+11.7%
TSN vs ALLY
+189.4%
-177.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +4.6% | +0.9% | +3.7% | +4.4% |
| 30D | +15.4% | +3.1% | +12.3% | +14.5% |
| 3M | +2.9% | -12.6% | +15.5% | +6.4% |
| 6M | -10.8% | -12.4% | +1.6% | -8.0% |
| YTD | +4.5% | -13.2% | +17.6% | +7.4% |
| 1Y | +19.5% | +1.8% | +17.7% | +17.6% |
| 3Y | +42.2% | +58.0% | -15.8% | +18.9% |
| 5Y | -14.2% | -8.4% | -5.8% | -18.9% |
| All | +11.7% | +189.4% | -177.7% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling