-62.0%
ALNY vs TMF
-23.9%
-38.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.7% | +0.3% |
| 7D | -30.7% | +4.0% | -34.7% | -31.4% |
| 30D | -26.7% | +19.5% | -46.2% | -30.3% |
| 3M | -26.4% | -3.5% | -22.9% | -26.0% |
| 6M | -45.9% | -10.6% | -35.3% | -45.3% |
| YTD | -59.5% | -17.1% | -42.4% | -58.3% |
| 1Y | -62.0% | -24.3% | -37.7% | -60.6% |
| All | -62.0% | -23.9% | -38.1% | -60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling