-68.9%
TMF vs ACM
+155.0%
-223.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | -0.2% |
| 7D | +2.7% | +5.1% | -2.3% | +4.4% |
| 30D | +19.3% | +11.5% | +7.8% | +23.6% |
| 3M | -3.7% | -10.5% | +6.8% | -7.3% |
| 6M | -11.3% | -20.4% | +9.0% | -18.0% |
| YTD | -16.6% | -28.9% | +12.3% | -25.6% |
| 1Y | -21.1% | -48.7% | +27.6% | -37.5% |
| 3Y | -26.8% | -12.5% | -14.3% | -28.3% |
| 5Y | -88.0% | +0.5% | -88.6% | -87.3% |
| 10Y | -84.7% | +161.2% | -245.9% | -70.5% |
| All | -68.9% | +155.0% | -223.9% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling