-30.5%
ACHR vs TMF
-88.6%
+58.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.6% | -6.7% |
| 7D | -9.2% | -9.3% | 0.0% | -7.5% |
| 30D | -1.0% | +1.9% | -2.9% | -1.3% |
| 3M | -42.2% | -11.2% | -31.0% | -40.9% |
| 6M | -38.2% | -17.7% | -20.5% | -36.0% |
| YTD | -46.4% | -24.5% | -22.0% | -43.8% |
| 1Y | -49.4% | -29.4% | -19.9% | -46.3% |
| 3Y | -22.5% | -33.4% | +10.9% | -18.7% |
| All | -30.5% | -88.6% | +58.1% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling