-88.2%
TMF vs ALC
-10.6%
-77.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.8% |
| 7D | -3.4% | -6.3% | +2.9% | -1.2% |
| 30D | +11.5% | +12.6% | -1.1% | +7.1% |
| 3M | -4.5% | -3.8% | -0.7% | -3.4% |
| 6M | -15.0% | +16.8% | -31.8% | -19.7% |
| YTD | -19.9% | -7.6% | -12.2% | -18.4% |
| 1Y | -26.6% | -5.9% | -20.7% | -25.8% |
| 3Y | -29.8% | +0.6% | -30.4% | -32.6% |
| 5Y | -88.2% | -9.5% | -78.7% | -89.1% |
| All | -88.2% | -10.6% | -77.6% | -89.1% |
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