-55.5%
ACHR vs TMF
-90.0%
+34.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.2% | +14.9% | +14.8% |
| 7D | +5.7% | +1.2% | +4.5% | +5.5% |
| 30D | -4.9% | +19.7% | -24.7% | -7.7% |
| 3M | -15.1% | -2.1% | -13.0% | -14.9% |
| 6M | -30.7% | -13.4% | -17.3% | -29.3% |
| YTD | -41.0% | -16.7% | -24.2% | -39.5% |
| 1Y | -50.0% | -23.3% | -26.7% | -48.1% |
| 3Y | -17.0% | -24.8% | +7.8% | -15.0% |
| 5Y | -29.4% | -88.0% | +58.6% | -31.9% |
| All | -55.5% | -90.0% | +34.5% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling