-88.3%
TMF vs ALC
-9.1%
-79.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.4% |
| 7D | -9.3% | -1.1% | -8.2% | -8.9% |
| 30D | +1.9% | +16.0% | -14.1% | -3.1% |
| 3M | -11.2% | +0.8% | -12.0% | -11.6% |
| 6M | -17.7% | +16.8% | -34.5% | -22.3% |
| YTD | -24.5% | -5.5% | -19.0% | -23.7% |
| 1Y | -29.4% | -5.3% | -24.2% | -28.9% |
| 3Y | -33.4% | +4.1% | -37.5% | -36.9% |
| All | -88.3% | -9.1% | -79.2% | -89.3% |
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 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