+90.1%
ALLE vs TMF
-30.8%
+120.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | +0.1% |
| 7D | +0.1% | -1.1% | +1.1% | +0.2% |
| 30D | +25.9% | +11.8% | +14.1% | +23.7% |
| 3M | +14.9% | -4.0% | +18.9% | +15.5% |
| 6M | +42.1% | -16.5% | +58.6% | +45.9% |
| YTD | +20.4% | -19.9% | +40.3% | +24.0% |
| 1Y | +14.9% | -25.6% | +40.4% | +19.5% |
| 3Y | +90.1% | -29.9% | +120.0% | +102.0% |
| All | +90.1% | -30.8% | +120.9% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling