-82.1%
TMF vs ALM
+2,100.8%
-2,182.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.1% | -1.6% |
| 7D | -9.3% | +1.2% | -10.5% | -9.3% |
| 30D | +1.9% | -19.3% | +21.3% | +2.5% |
| 3M | -11.2% | -40.6% | +29.4% | -9.9% |
| 6M | -17.7% | -57.9% | +40.2% | -15.9% |
| YTD | -24.5% | -6.7% | -17.8% | -25.0% |
| 1Y | -29.4% | +20.2% | -49.6% | -30.5% |
| 3Y | -33.4% | +879.4% | -912.9% | -39.8% |
| 5Y | -88.7% | +415.3% | -504.0% | -89.7% |
| All | -82.1% | +2,100.8% | -2,182.9% | -85.7% |
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