+79.0%
TFC vs ACM
+130.8%
-51.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -1.2% | +3.0% | -4.2% | -3.0% |
| 30D | +7.8% | +19.7% | -11.9% | -3.0% |
| 3M | -3.0% | +5.3% | -8.3% | -7.0% |
| 6M | +5.8% | -10.8% | +16.6% | +10.0% |
| YTD | +5.3% | -25.1% | +30.4% | +20.4% |
| 1Y | +15.7% | -45.8% | +61.5% | +61.0% |
| 3Y | +94.8% | -9.4% | +104.2% | +91.2% |
| 5Y | 0.0% | +4.8% | -4.7% | -11.4% |
| 10Y | +79.0% | +129.8% | -50.8% | 0.0% |
| All | +79.0% | +130.8% | -51.8% | 0.0% |
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