-74.4%
TMF vs ALM
+3,431.9%
-3,506.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.1% | +0.6% |
| 7D | +2.7% | -14.5% | +17.2% | +2.8% |
| 30D | +19.3% | -39.0% | +58.4% | +19.5% |
| 3M | -3.7% | -40.3% | +36.6% | -3.5% |
| 6M | -11.3% | -60.3% | +49.0% | -11.1% |
| YTD | -16.6% | -9.8% | -6.8% | -16.6% |
| 1Y | -21.1% | +30.8% | -51.9% | -21.3% |
| 3Y | -26.8% | +772.4% | -799.2% | -27.5% |
| 5Y | -88.0% | +390.7% | -478.8% | -88.1% |
| 10Y | -84.7% | +2,028.5% | -2,113.2% | -84.9% |
| All | -74.4% | +3,431.9% | -3,506.3% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling