+15.0%
TFC vs ACM
-46.0%
+61.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +1.2% | +5.6% | -4.4% | +0.3% |
| 30D | +9.7% | +20.8% | -11.2% | +6.6% |
| 3M | -4.8% | +11.4% | -16.2% | -6.5% |
| 6M | +8.4% | +0.9% | +7.5% | +7.7% |
| YTD | +4.7% | -24.8% | +29.5% | +10.6% |
| 1Y | +15.0% | -46.4% | +61.4% | +21.8% |
| All | +15.0% | -46.0% | +61.0% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling