-24.8%
TMF vs ACM
-12.3%
-12.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.2% | +5.4% | -4.2% | +0.5% |
| 30D | +19.7% | +15.1% | +4.6% | +17.7% |
| 3M | -2.1% | -10.5% | +8.4% | -1.6% |
| 6M | -13.4% | -19.7% | +6.2% | -12.5% |
| YTD | -16.7% | -28.8% | +12.1% | -15.4% |
| 1Y | -23.3% | -47.9% | +24.5% | -20.4% |
| 3Y | -24.8% | -12.4% | -12.5% | -34.2% |
| All | -24.8% | -12.3% | -12.5% | -34.2% |
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