+270.3%
ALLE vs TMF
-67.8%
+338.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | +21.0% | -10.9% | +31.9% | +20.2% |
| 6M | +1.1% | -21.3% | +22.4% | -0.4% |
| YTD | -0.5% | -15.9% | +15.3% | -1.6% |
| 1Y | -7.3% | -15.7% | +8.5% | -8.2% |
| 3Y | +42.3% | -43.4% | +85.6% | +37.2% |
| 5Y | +13.5% | -87.8% | +101.2% | -11.7% |
| 10Y | +144.0% | -86.7% | +230.8% | +104.4% |
| All | +270.3% | -67.8% | +338.1% | +243.3% |
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 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