+20.2%
AMCR vs TMF
-81.8%
+102.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -8.5% | -3.4% | -5.1% | -8.5% |
| 30D | +6.8% | +11.5% | -4.7% | +6.8% |
| 3M | -5.0% | -4.5% | -0.5% | -5.1% |
| 6M | +13.9% | -15.0% | +28.8% | +13.7% |
| YTD | +11.2% | -19.9% | +31.1% | +10.9% |
| 1Y | +11.3% | -26.6% | +37.9% | +10.8% |
| 3Y | +15.4% | -29.8% | +45.2% | +15.4% |
| 5Y | -7.7% | -88.2% | +80.4% | -20.7% |
| 10Y | +20.2% | -81.4% | +101.6% | -2.3% |
| All | +20.2% | -81.8% | +102.0% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling