+98.6%
TFC vs ACM
+128.0%
-29.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | -2.5% | -12.9% | +10.4% | +4.5% |
| 3M | +4.5% | -6.4% | +10.9% | +6.7% |
| 6M | +11.0% | -29.2% | +40.2% | +32.6% |
| YTD | +5.9% | -29.9% | +35.8% | +26.1% |
| 1Y | +14.6% | -47.3% | +61.8% | +60.9% |
| 3Y | +96.7% | -19.6% | +116.3% | +108.8% |
| 5Y | +15.6% | +5.5% | +10.1% | +2.0% |
| 10Y | +98.6% | +129.7% | -31.1% | +12.4% |
| All | +98.6% | +128.0% | -29.3% | +12.4% |
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