-81.7%
TMF vs ACM
+133.7%
-215.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -3.8% |
| 7D | -1.1% | +6.6% | -7.7% | +0.1% |
| 30D | +11.8% | +19.8% | -8.0% | +15.5% |
| 3M | -4.0% | -3.1% | -0.9% | -4.8% |
| 6M | -16.5% | -11.5% | -5.0% | -18.7% |
| YTD | -19.9% | -24.7% | +4.8% | -24.4% |
| 1Y | -25.6% | -45.1% | +19.5% | -34.6% |
| 3Y | -29.9% | -8.9% | -21.0% | -29.6% |
| 5Y | -88.2% | +5.4% | -93.6% | -87.4% |
| 10Y | -81.7% | +131.1% | -212.8% | -73.3% |
| All | -81.7% | +133.7% | -215.4% | -73.3% |
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