-88.5%
TMF vs ALM
+387.9%
-476.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.5% | +2.1% | -4.2% |
| 7D | -8.2% | -4.0% | -4.1% | -8.0% |
| 30D | +5.3% | -30.5% | +35.9% | +6.8% |
| 3M | -8.5% | -46.9% | +38.4% | -6.4% |
| 6M | -17.2% | -65.5% | +48.3% | -14.3% |
| YTD | -23.4% | -13.4% | -10.0% | -23.8% |
| 1Y | -30.2% | +9.8% | -40.0% | -31.3% |
| 3Y | -32.9% | +783.1% | -816.0% | -41.7% |
| 5Y | -88.5% | +378.3% | -466.8% | -90.0% |
| All | -88.5% | +387.9% | -476.5% | -90.0% |
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