+11.8%
TSN vs ALLY
+201.0%
-189.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +4.9% | -0.2% | +5.1% | +5.0% |
| 30D | +12.1% | +3.4% | +8.6% | +11.0% |
| 3M | +4.1% | -11.1% | +15.2% | +7.2% |
| 6M | -10.9% | -11.5% | +0.6% | -8.3% |
| YTD | +4.8% | -12.3% | +17.1% | +7.5% |
| 1Y | +17.6% | +1.1% | +16.5% | +16.0% |
| 3Y | +43.2% | +64.8% | -21.6% | +18.2% |
| 5Y | -13.9% | -6.9% | -7.0% | -19.1% |
| 10Y | +11.8% | +194.9% | -183.1% | -28.4% |
| All | +11.8% | +201.0% | -189.2% | -28.4% |
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