-87.4%
TMF vs ACM
+5.0%
-92.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | -1.4% | -3.7% | +2.3% | -1.4% |
| 30D | -2.8% | -11.1% | +8.3% | -2.8% |
| 3M | -10.9% | -8.0% | -2.9% | -10.9% |
| 6M | -21.3% | -29.7% | +8.3% | -21.5% |
| YTD | -15.9% | -29.4% | +13.5% | -16.1% |
| 1Y | -15.7% | -46.4% | +30.7% | -16.4% |
| 3Y | -43.4% | -22.3% | -21.0% | -44.0% |
| All | -87.4% | +5.0% | -92.4% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling