-40.9%
TMF vs ACM
-21.7%
-19.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -1.4% | -3.7% | +2.3% | -1.0% |
| 30D | -2.8% | -11.1% | +8.3% | -1.7% |
| 3M | -10.9% | -8.0% | -2.9% | -10.3% |
| 6M | -21.3% | -29.7% | +8.3% | -18.8% |
| YTD | -15.9% | -29.4% | +13.5% | -13.5% |
| 1Y | -15.7% | -46.4% | +30.7% | -10.9% |
| All | -40.9% | -21.7% | -19.3% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling