+145.1%
ALLE vs TMF
-86.8%
+231.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -0.2% | -1.4% | +1.2% | -0.3% |
| 30D | -6.8% | -2.8% | -4.0% | -6.9% |
| 3M | +21.0% | -10.9% | +31.9% | +20.5% |
| 6M | +1.1% | -21.3% | +22.4% | 0.0% |
| YTD | -0.5% | -15.9% | +15.3% | -1.3% |
| 1Y | -7.3% | -15.7% | +8.5% | -7.9% |
| 3Y | +42.3% | -43.4% | +85.6% | +38.2% |
| 5Y | +13.5% | -87.8% | +101.2% | -11.7% |
| All | +145.1% | -86.8% | +231.9% | +119.5% |
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