+84.7%
TFC vs ACM
+147.1%
-62.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | -1.1% |
| 7D | +0.3% | +6.9% | -6.6% | -3.6% |
| 30D | +9.2% | +19.1% | -9.9% | -1.5% |
| 3M | -2.9% | -6.9% | +4.0% | -0.2% |
| 6M | +3.5% | -12.0% | +15.5% | +8.6% |
| YTD | +5.4% | -25.1% | +30.6% | +20.6% |
| 1Y | +17.3% | -45.4% | +62.7% | +62.5% |
| 3Y | +96.7% | -6.9% | +103.6% | +89.6% |
| 5Y | -1.1% | +3.7% | -4.8% | -11.8% |
| 10Y | +84.7% | +135.8% | -51.0% | +3.2% |
| All | +84.7% | +147.1% | -62.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling