+778.3%
ALNY vs TMF
-72.0%
+850.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.7% | +5.2% |
| 7D | +5.8% | -9.3% | +15.1% | +4.8% |
| 30D | -26.5% | +1.9% | -28.4% | -26.3% |
| 3M | -27.3% | -11.2% | -16.1% | -28.1% |
| 6M | -43.4% | -17.7% | -25.7% | -44.4% |
| YTD | -58.5% | -24.5% | -34.0% | -59.6% |
| 1Y | -63.6% | -29.4% | -34.2% | -64.8% |
| 3Y | 0.0% | -33.4% | +33.4% | -2.5% |
| 5Y | -3.4% | -88.7% | +85.3% | -28.1% |
| 10Y | +254.6% | -82.5% | +337.1% | +225.8% |
| All | +778.3% | -72.0% | +850.4% | +1,052.0% |
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 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