-84.3%
TMF vs ACM
+155.0%
-239.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.2% | +5.4% | -4.2% | +2.2% |
| 30D | +19.7% | +15.1% | +4.6% | +23.0% |
| 3M | -2.1% | -10.5% | +8.4% | -4.4% |
| 6M | -13.4% | -19.7% | +6.2% | -17.5% |
| YTD | -16.7% | -28.8% | +12.1% | -22.5% |
| 1Y | -23.3% | -47.9% | +24.5% | -33.9% |
| 3Y | -24.8% | -12.4% | -12.5% | -25.0% |
| 5Y | -88.0% | +0.6% | -88.6% | -87.3% |
| All | -84.3% | +155.0% | -239.3% | -73.5% |
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