-14.8%
ACN vs TMF
-28.1%
+13.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -4.0% | -3.4% | -0.7% | -3.8% |
| 30D | +19.0% | +11.5% | +7.5% | +18.4% |
| 3M | +42.2% | -4.5% | +46.7% | +42.1% |
| 6M | +50.1% | -15.0% | +65.1% | +50.2% |
| YTD | -2.7% | -19.9% | +17.1% | -2.5% |
| 1Y | +7.6% | -26.6% | +34.2% | +7.9% |
| All | -14.8% | -28.1% | +13.3% | -14.9% |
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