-82.1%
TMF vs ACM
+132.6%
-214.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.3% |
| 7D | -9.3% | +5.6% | -14.9% | -8.3% |
| 30D | +1.9% | +20.8% | -18.9% | +5.5% |
| 3M | -11.2% | +11.4% | -22.6% | -9.5% |
| 6M | -17.7% | +0.9% | -18.7% | -17.6% |
| YTD | -24.5% | -24.8% | +0.4% | -28.7% |
| 1Y | -29.4% | -46.4% | +17.0% | -38.4% |
| 3Y | -33.4% | -9.2% | -24.2% | -33.2% |
| 5Y | -88.7% | +5.0% | -93.7% | -87.9% |
| All | -82.1% | +132.6% | -214.7% | -74.0% |
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