-41.3%
ALNY vs TMF
-15.2%
-26.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | +12.2% | -1.4% | +13.7% | +12.6% |
| 30D | +16.3% | -2.8% | +19.2% | +16.8% |
| 3M | -12.4% | -10.9% | -1.5% | -11.4% |
| 6M | -18.7% | -21.3% | +2.6% | -16.5% |
| YTD | -33.1% | -15.9% | -17.2% | -31.6% |
| 1Y | -41.3% | -15.7% | -25.6% | -38.4% |
| All | -41.3% | -15.2% | -26.1% | -38.4% |
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