-68.7%
TMF vs ACM
+153.2%
-221.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.2% |
| 7D | -1.4% | -3.7% | +2.3% | -2.7% |
| 30D | -2.8% | -11.1% | +8.3% | -6.5% |
| 3M | -10.9% | -8.0% | -2.9% | -13.3% |
| 6M | -21.3% | -29.7% | +8.3% | -30.3% |
| YTD | -15.9% | -29.4% | +13.5% | -25.0% |
| 1Y | -15.7% | -46.4% | +30.7% | -31.9% |
| 3Y | -43.4% | -22.3% | -21.0% | -47.1% |
| 5Y | -87.8% | +4.5% | -92.2% | -86.7% |
| 10Y | -86.7% | +127.6% | -214.4% | -76.1% |
| All | -68.7% | +153.2% | -221.8% | -14.5% |
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