-87.0%
TMF vs ALM
+2,950.3%
-3,037.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -1.4% | -2.6% | +1.2% | -1.4% |
| 30D | -2.8% | +32.0% | -34.8% | -3.7% |
| 3M | -10.9% | -15.0% | +4.1% | -10.8% |
| 6M | -21.3% | -10.1% | -11.2% | -21.6% |
| YTD | -15.9% | +99.4% | -115.3% | -18.1% |
| 1Y | -15.7% | +316.4% | -332.1% | -19.8% |
| 3Y | -43.4% | +2,022.0% | -2,065.3% | -49.4% |
| 5Y | -87.8% | +941.2% | -1,028.9% | -89.0% |
| All | -87.0% | +2,950.3% | -3,037.4% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling