+342.6%
ALLE vs TMF
-68.0%
+410.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -2.8% |
| 7D | 0.0% | +2.7% | -2.7% | +0.2% |
| 30D | +20.6% | +19.3% | +1.3% | +21.8% |
| 3M | +11.4% | -3.7% | +15.1% | +11.1% |
| 6M | +42.5% | -11.3% | +53.9% | +41.4% |
| YTD | +18.9% | -16.6% | +35.5% | +17.5% |
| 1Y | +14.2% | -21.1% | +35.3% | +12.4% |
| 3Y | +90.7% | -26.8% | +117.5% | +88.9% |
| 5Y | +52.5% | -88.0% | +140.5% | +18.0% |
| 10Y | +231.2% | -84.7% | +315.9% | +183.2% |
| All | +342.6% | -68.0% | +410.7% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling