+210.5%
ALLE vs TMF
-81.8%
+292.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | -3.4% | +2.5% | -0.9% |
| 30D | +27.4% | +11.5% | +15.9% | +27.9% |
| 3M | +13.8% | -4.5% | +18.4% | +13.6% |
| 6M | +45.5% | -15.0% | +60.5% | +44.5% |
| YTD | +21.4% | -19.9% | +41.2% | +20.3% |
| 1Y | +15.4% | -26.6% | +41.9% | +13.8% |
| 3Y | +91.7% | -29.8% | +121.5% | +90.4% |
| 5Y | +54.5% | -88.2% | +142.7% | +19.1% |
| 10Y | +210.5% | -81.4% | +291.9% | +163.4% |
| All | +210.5% | -81.8% | +292.3% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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