-88.2%
TMF vs ACM
+4.8%
-93.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -3.9% |
| 7D | -1.1% | +6.6% | -7.7% | -1.4% |
| 30D | +11.8% | +19.8% | -8.0% | +10.7% |
| 3M | -4.0% | -3.1% | -0.9% | -4.4% |
| 6M | -16.5% | -11.5% | -5.0% | -16.8% |
| YTD | -19.9% | -24.7% | +4.8% | -20.2% |
| 1Y | -25.6% | -45.1% | +19.5% | -25.9% |
| 3Y | -29.9% | -8.9% | -21.0% | -30.4% |
| 5Y | -88.2% | +5.4% | -93.6% | -87.2% |
| All | -88.2% | +4.8% | -93.1% | -87.2% |
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 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