+234.5%
ALNY vs TMF
-86.4%
+321.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.6% | -4.0% |
| 7D | -6.4% | -4.8% | -1.6% | -6.3% |
| 30D | +11.9% | -4.9% | +16.8% | +12.0% |
| 3M | -15.0% | -13.4% | -1.6% | -14.7% |
| 6M | -23.2% | -23.0% | -0.2% | -22.8% |
| YTD | -37.8% | -20.2% | -17.6% | -37.5% |
| 1Y | -47.3% | -26.5% | -20.8% | -46.9% |
| 3Y | +22.9% | -45.2% | +68.0% | +23.3% |
| 5Y | +30.6% | -88.4% | +119.0% | +18.4% |
| All | +234.5% | -86.4% | +321.0% | +301.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling