-63.6%
ALNY vs TMF
-30.5%
-33.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.7% | +5.6% |
| 7D | +5.8% | -9.3% | +15.1% | +8.1% |
| 30D | -26.5% | +1.9% | -28.4% | -27.5% |
| 3M | -27.3% | -11.2% | -16.1% | -25.5% |
| 6M | -43.4% | -17.7% | -25.7% | -41.6% |
| YTD | -58.5% | -24.5% | -34.0% | -56.3% |
| 1Y | -63.6% | -29.4% | -34.2% | -61.0% |
| All | -63.6% | -30.5% | -33.2% | -61.0% |
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 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