-25.6%
TMF vs ALC
+0.5%
-26.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.4% | -3.5% |
| 7D | -1.1% | +2.3% | -3.4% | -1.7% |
| 30D | +11.8% | +15.5% | -3.7% | +8.0% |
| 3M | -4.0% | +0.6% | -4.6% | -4.7% |
| 6M | -16.5% | +18.4% | -34.9% | -19.7% |
| YTD | -19.9% | -5.6% | -14.3% | -19.1% |
| 1Y | -25.6% | 0.0% | -25.6% | -26.3% |
| All | -25.6% | +0.5% | -26.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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