+30.3%
ACI vs TMF
-91.1%
+121.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -2.2% | +1.2% | -3.4% | -2.2% |
| 30D | +10.3% | +19.7% | -9.4% | +9.9% |
| 3M | +7.2% | -2.1% | +9.3% | +7.2% |
| 6M | -18.0% | -13.4% | -4.6% | -17.9% |
| YTD | -22.0% | -16.7% | -5.3% | -21.8% |
| 1Y | -23.4% | -23.3% | 0.0% | -23.1% |
| 3Y | -35.8% | -24.8% | -11.0% | -35.7% |
| 5Y | -43.7% | -88.0% | +44.4% | -42.2% |
| All | +30.3% | -91.1% | +121.5% | +37.4% |
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