+26.3%
ACI vs TMF
-91.1%
+117.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | +5.9% | -2.8% | +8.7% | +5.9% |
| 3M | -19.8% | -10.9% | -8.9% | -19.7% |
| 6M | -24.7% | -21.3% | -3.4% | -24.5% |
| YTD | -24.4% | -15.9% | -8.5% | -24.2% |
| 1Y | -31.5% | -15.7% | -15.8% | -31.3% |
| 3Y | -38.7% | -43.4% | +4.7% | -38.3% |
| 5Y | -42.8% | -87.8% | +45.0% | -41.4% |
| All | +26.3% | -91.1% | +117.4% | +33.2% |
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