-24.7%
TMF vs ALC
+4.5%
-29.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.9% |
| 7D | +2.7% | +7.6% | -4.9% | +0.3% |
| 30D | +19.3% | +21.1% | -1.8% | +12.4% |
| 3M | -3.7% | +8.5% | -12.1% | -6.3% |
| 6M | -11.3% | +2.8% | -14.1% | -12.8% |
| YTD | -16.6% | -2.4% | -14.2% | -16.6% |
| 1Y | -21.1% | +3.5% | -24.6% | -22.8% |
| All | -24.7% | +4.5% | -29.2% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling