-34.2%
ACI vs TMF
-21.2%
-13.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -2.6% | +1.0% | -3.6% | -2.6% |
| 30D | +1.1% | -1.8% | +2.9% | +1.1% |
| 3M | -23.6% | -8.2% | -15.4% | -23.7% |
| 6M | -29.9% | -19.5% | -10.4% | -29.1% |
| YTD | -26.9% | -16.0% | -10.9% | -26.1% |
| 1Y | -34.2% | -22.5% | -11.8% | -32.5% |
| All | -34.2% | -21.2% | -13.1% | -32.5% |
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