+50.4%
ALLE vs TMF
-88.0%
+138.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -0.6% | +1.2% | -1.8% | -0.7% |
| 30D | +25.3% | +19.7% | +5.6% | +23.0% |
| 3M | +10.3% | -2.1% | +12.4% | +10.4% |
| 6M | +38.0% | -13.4% | +51.5% | +39.9% |
| YTD | +17.8% | -16.7% | +34.5% | +19.7% |
| 1Y | +13.6% | -23.3% | +36.9% | +16.3% |
| 3Y | +89.2% | -24.8% | +114.0% | +91.8% |
| All | +50.4% | -88.0% | +138.3% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling