-88.2%
TMF vs ALM
+456.2%
-544.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | +0.1% |
| 7D | -3.4% | -7.2% | +3.8% | -3.1% |
| 30D | +11.5% | -26.4% | +37.9% | +12.7% |
| 3M | -4.5% | -38.6% | +34.1% | -2.9% |
| 6M | -15.0% | -61.0% | +46.0% | -12.4% |
| YTD | -19.9% | -7.4% | -12.5% | -20.4% |
| 1Y | -26.6% | +14.0% | -40.5% | -27.8% |
| 3Y | -29.8% | +844.4% | -874.3% | -39.2% |
| 5Y | -88.2% | +410.8% | -499.0% | -89.7% |
| All | -88.2% | +456.2% | -544.4% | -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 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