-22.5%
ACHR vs TMF
-32.2%
+9.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.6% | -6.6% |
| 7D | -9.2% | -9.3% | 0.0% | -6.8% |
| 30D | -1.0% | +1.9% | -2.9% | -1.5% |
| 3M | -42.2% | -11.2% | -31.0% | -40.4% |
| 6M | -38.2% | -17.7% | -20.5% | -35.2% |
| YTD | -46.4% | -24.5% | -22.0% | -42.8% |
| 1Y | -49.4% | -29.4% | -19.9% | -45.1% |
| 3Y | -22.5% | -33.4% | +10.9% | -14.3% |
| All | -22.5% | -32.2% | +9.7% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling