+215.3%
ALLE vs TMF
-82.1%
+297.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.0% |
| 7D | +3.6% | -9.3% | +12.8% | +3.2% |
| 30D | +25.9% | +1.9% | +24.0% | +26.0% |
| 3M | +15.8% | -11.2% | +27.0% | +15.2% |
| 6M | +48.1% | -17.7% | +65.8% | +46.9% |
| YTD | +22.0% | -24.5% | +46.4% | +20.6% |
| 1Y | +18.0% | -29.4% | +47.5% | +16.3% |
| 3Y | +93.1% | -33.4% | +126.5% | +91.5% |
| 5Y | +52.1% | -88.7% | +140.8% | +17.2% |
| All | +215.3% | -82.1% | +297.3% | +167.6% |
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