+331.1%
ACGL vs TMF
-84.4%
+415.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +0.9% | +1.2% | -0.3% | +1.0% |
| 30D | +13.7% | +19.7% | -6.0% | +16.2% |
| 3M | +8.0% | -2.1% | +10.1% | +7.8% |
| 6M | +13.3% | -13.4% | +26.7% | +11.5% |
| YTD | +11.8% | -16.7% | +28.6% | +9.6% |
| 1Y | +22.2% | -23.3% | +45.6% | +18.6% |
| 3Y | +32.5% | -24.8% | +57.3% | +31.1% |
| 5Y | +160.2% | -88.0% | +248.2% | +89.1% |
| All | +331.1% | -84.4% | +415.5% | +240.5% |
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