-39.5%
ACN vs TMF
-42.2%
+2.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | +9.4% | -2.8% | +12.2% | +9.4% |
| 3M | +5.6% | -10.9% | +16.6% | +5.9% |
| 6M | -9.3% | -21.3% | +12.1% | -8.7% |
| YTD | -29.0% | -15.9% | -13.1% | -28.7% |
| 1Y | -24.7% | -15.7% | -8.9% | -24.4% |
| All | -39.5% | -42.2% | +2.7% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling