+330.4%
ACGL vs TMF
-82.2%
+412.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.5% |
| 7D | +1.3% | -1.1% | +2.3% | +1.1% |
| 30D | +14.2% | +11.8% | +2.4% | +15.7% |
| 3M | +11.1% | -4.0% | +15.1% | +10.6% |
| 6M | +16.4% | -16.5% | +32.9% | +14.0% |
| YTD | +13.8% | -19.9% | +33.7% | +11.0% |
| 1Y | +21.6% | -25.6% | +47.1% | +17.6% |
| 3Y | +33.5% | -29.9% | +63.4% | +30.9% |
| 5Y | +174.8% | -88.2% | +263.1% | +99.1% |
| 10Y | +330.4% | -81.7% | +412.1% | +241.1% |
| All | +330.4% | -82.2% | +412.6% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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