+1,316.2%
ALNY vs TMF
-68.9%
+1,385.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | +12.2% | -1.4% | +13.7% | +12.1% |
| 30D | +16.3% | -2.8% | +19.2% | +16.0% |
| 3M | -12.4% | -10.9% | -1.5% | -13.4% |
| 6M | -18.7% | -21.3% | +2.6% | -20.6% |
| YTD | -33.1% | -15.9% | -17.2% | -34.2% |
| 1Y | -41.3% | -15.7% | -25.6% | -42.2% |
| 3Y | +32.3% | -43.4% | +75.6% | +25.7% |
| 5Y | +34.8% | -87.8% | +122.5% | +0.9% |
| 10Y | +284.7% | -86.7% | +371.5% | +225.3% |
| All | +1,316.2% | -68.9% | +1,385.1% | +1,775.4% |
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 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