-3.0%
TFC vs ACM
-2.7%
-0.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +1.2% | +5.4% | -4.2% | -1.3% |
| 30D | +8.3% | +15.1% | -6.8% | +1.1% |
| 3M | -5.2% | -10.5% | +5.3% | -0.7% |
| 6M | -0.8% | -19.7% | +18.9% | +9.3% |
| YTD | +3.4% | -28.8% | +32.3% | +20.8% |
| 1Y | +17.0% | -47.9% | +64.9% | +65.0% |
| 3Y | +86.2% | -12.4% | +98.5% | +79.5% |
| All | -3.0% | -2.7% | -0.3% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling