+144.8%
TFC vs ACM
+233.3%
-88.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +1.2% | +5.4% | -4.2% | -1.4% |
| 30D | +8.3% | +15.1% | -6.8% | +0.9% |
| 3M | -5.2% | -10.5% | +5.3% | -1.0% |
| 6M | -0.8% | -19.7% | +18.9% | +8.3% |
| YTD | +3.4% | -28.8% | +32.3% | +19.1% |
| 1Y | +17.0% | -47.9% | +64.9% | +57.0% |
| 3Y | +86.2% | -12.4% | +98.5% | +89.2% |
| 5Y | -2.3% | +0.6% | -2.8% | -7.8% |
| 10Y | +93.9% | +161.3% | -67.3% | +11.5% |
| All | +144.8% | +233.3% | -88.5% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling