-87.0%
TMF vs ACM
+127.0%
-214.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.3% |
| 7D | -1.4% | -3.7% | +2.3% | -2.2% |
| 30D | -2.8% | -11.1% | +8.3% | -5.0% |
| 3M | -10.9% | -8.0% | -2.9% | -12.3% |
| 6M | -21.3% | -29.7% | +8.3% | -27.0% |
| YTD | -15.9% | -29.4% | +13.5% | -21.6% |
| 1Y | -15.7% | -46.4% | +30.7% | -26.3% |
| 3Y | -43.4% | -22.3% | -21.0% | -45.4% |
| 5Y | -87.8% | +4.5% | -92.2% | -86.7% |
| All | -87.0% | +127.0% | -214.0% | -77.4% |
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 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