-42.9%
ACHR vs TMF
-87.5%
+44.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -0.7% | -1.4% | +0.7% | -0.5% |
| 30D | +9.8% | -2.8% | +12.6% | +10.3% |
| 3M | -10.5% | -10.9% | +0.4% | -8.9% |
| 6M | -15.5% | -21.3% | +5.8% | -12.5% |
| YTD | -24.1% | -15.9% | -8.2% | -22.1% |
| 1Y | -32.4% | -15.7% | -16.7% | -31.0% |
| 3Y | -11.6% | -43.4% | +31.7% | -7.4% |
| All | -42.9% | -87.5% | +44.6% | -53.6% |
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