+97.5%
TSN vs ALLY
+124.8%
-27.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -6.3% | +3.7% | -10.0% | -7.2% |
| 30D | -10.8% | -2.3% | -8.6% | -10.4% |
| 3M | -8.8% | +3.8% | -12.6% | -9.8% |
| 6M | -16.8% | +9.7% | -26.5% | -19.1% |
| YTD | -10.0% | -1.4% | -8.6% | -10.4% |
| 1Y | -5.3% | +8.2% | -13.5% | -8.1% |
| 3Y | +8.5% | +66.5% | -58.0% | -9.1% |
| 5Y | -22.9% | +1.2% | -24.1% | -28.9% |
| 10Y | -12.6% | +191.4% | -204.1% | -43.3% |
| All | +97.5% | +124.8% | -27.3% | +36.9% |
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