-87.7%
TMF vs ALC
-15.6%
-72.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | +1.0% | -3.7% | +4.6% | +2.2% |
| 30D | -1.8% | -3.7% | +1.9% | -0.7% |
| 3M | -8.2% | +4.6% | -12.8% | -9.8% |
| 6M | -19.5% | -14.6% | -4.9% | -15.6% |
| YTD | -16.0% | -11.9% | -4.1% | -13.0% |
| 1Y | -22.5% | -13.1% | -9.3% | -19.6% |
| 3Y | -42.3% | -15.0% | -27.3% | -41.1% |
| 5Y | -87.7% | -16.2% | -71.5% | -87.7% |
| All | -87.7% | -15.6% | -72.1% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling