-82.0%
TMF vs ALC
+24.0%
-106.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.5% |
| 7D | -1.4% | -2.1% | +0.7% | -1.3% |
| 30D | -2.8% | -0.1% | -2.7% | -2.8% |
| 3M | -10.9% | +5.9% | -16.8% | -11.2% |
| 6M | -21.3% | -15.9% | -5.4% | -20.7% |
| YTD | -15.9% | -10.1% | -5.8% | -15.5% |
| 1Y | -15.7% | -10.2% | -5.5% | -15.4% |
| 3Y | -43.4% | -13.6% | -29.8% | -43.2% |
| 5Y | -87.8% | -15.1% | -72.6% | -88.4% |
| All | -82.0% | +24.0% | -106.0% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling