-84.3%
TMF vs ALM
+2,022.9%
-2,107.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | +1.2% | -6.7% | +7.9% | +1.4% |
| 30D | +19.7% | -32.9% | +52.6% | +21.1% |
| 3M | -2.1% | -39.5% | +37.4% | -0.8% |
| 6M | -13.4% | -62.0% | +48.5% | -11.4% |
| YTD | -16.7% | -7.8% | -8.9% | -17.2% |
| 1Y | -23.3% | +26.7% | -50.0% | -24.6% |
| 3Y | -24.8% | +825.4% | -850.2% | -31.6% |
| 5Y | -88.0% | +401.2% | -489.3% | -89.1% |
| All | -84.3% | +2,022.9% | -2,107.2% | -87.2% |
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