+96.6%
TFC vs ACM
-21.7%
+118.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.4% | -3.7% | +6.2% | +4.0% |
| 30D | -1.3% | -11.1% | +9.8% | +3.1% |
| 3M | +6.1% | -8.0% | +14.0% | +8.8% |
| 6M | +7.3% | -29.7% | +37.0% | +25.1% |
| YTD | +8.2% | -29.4% | +37.6% | +24.7% |
| 1Y | +14.4% | -46.4% | +60.9% | +53.2% |
| All | +96.6% | -21.7% | +118.3% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling