-40.6%
ACN vs TMF
-87.5%
+46.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.5% |
| 3M | +5.6% | -10.9% | +16.6% | +6.0% |
| 6M | -9.3% | -21.3% | +12.1% | -8.6% |
| YTD | -29.0% | -15.9% | -13.1% | -28.6% |
| 1Y | -24.7% | -15.7% | -8.9% | -24.3% |
| 3Y | -39.8% | -43.4% | +3.5% | -39.3% |
| All | -40.6% | -87.5% | +46.9% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling