-22.5%
ACN vs TMF
-88.0%
+65.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.9% | +1.2% | -0.3% | +0.8% |
| 30D | +33.5% | +19.7% | +13.8% | +32.5% |
| 3M | +53.5% | -2.1% | +55.6% | +53.4% |
| 6M | +52.2% | -13.4% | +65.7% | +52.7% |
| YTD | -0.1% | -16.7% | +16.6% | +0.3% |
| 1Y | +11.0% | -23.3% | +34.4% | +11.8% |
| 3Y | -11.8% | -24.8% | +13.0% | -11.9% |
| All | -22.5% | -88.0% | +65.5% | -23.2% |
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