-18.0%
TSN vs ALLY
-10.0%
-8.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +8.5% | +5.2% | +3.2% | +7.4% |
| 3M | +5.3% | -13.3% | +18.6% | +8.0% |
| 6M | -10.5% | -6.7% | -3.8% | -9.6% |
| YTD | +3.0% | -12.8% | +15.8% | +5.0% |
| 1Y | +12.1% | +0.7% | +11.4% | +11.1% |
| 3Y | +43.1% | +65.2% | -22.1% | +24.0% |
| All | -18.0% | -10.0% | -8.0% | -21.1% |
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