-87.4%
TMF vs ALM
+951.0%
-1,038.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -1.4% | -2.6% | +1.2% | -1.3% |
| 30D | -2.8% | +32.0% | -34.8% | -4.0% |
| 3M | -10.9% | -15.0% | +4.1% | -10.8% |
| 6M | -21.3% | -10.1% | -11.2% | -21.7% |
| YTD | -15.9% | +99.4% | -115.3% | -18.9% |
| 1Y | -15.7% | +316.4% | -332.1% | -21.5% |
| 3Y | -43.4% | +2,022.0% | -2,065.3% | -52.8% |
| All | -87.4% | +951.0% | -1,038.4% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling