-22.0%
TSN vs ALLY
+1.6%
-23.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -6.3% | +3.7% | -10.0% | -7.0% |
| 30D | -10.8% | -2.3% | -8.6% | -10.5% |
| 3M | -8.8% | +3.8% | -12.6% | -9.5% |
| 6M | -16.8% | +9.7% | -26.5% | -18.6% |
| YTD | -10.0% | -1.4% | -8.6% | -10.2% |
| 1Y | -5.3% | +8.2% | -13.5% | -7.4% |
| 3Y | +8.5% | +66.5% | -58.0% | -5.7% |
| All | -22.0% | +1.6% | -23.6% | -28.1% |
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