-23.7%
ACI vs TMF
-26.6%
+2.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -5.3% | -3.4% | -2.0% | -5.0% |
| 30D | +5.0% | +11.5% | -6.5% | +4.4% |
| 3M | +7.5% | -4.5% | +12.0% | +7.0% |
| 6M | -16.0% | -15.0% | -1.0% | -16.7% |
| YTD | -20.6% | -19.9% | -0.8% | -20.3% |
| All | -23.7% | -26.6% | +2.9% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling