-28.5%
ACN vs TMF
-21.2%
-7.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -4.8% | +1.0% | -5.8% | -4.8% |
| 30D | +1.9% | -1.8% | +3.7% | +1.7% |
| 3M | +3.9% | -8.2% | +12.1% | +2.9% |
| 6M | -15.0% | -19.5% | +4.5% | -15.8% |
| YTD | -31.9% | -16.0% | -15.9% | -31.9% |
| 1Y | -28.5% | -22.5% | -6.0% | -28.6% |
| All | -28.5% | -21.2% | -7.3% | -28.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling