+16.8%
AMCR vs TMF
-86.2%
+103.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.7% |
| 7D | -6.3% | -0.9% | -5.4% | -6.3% |
| 30D | -7.1% | -1.0% | -6.2% | -7.1% |
| 3M | +12.7% | -11.3% | +23.9% | +12.5% |
| 6M | +5.2% | -22.7% | +27.9% | +4.7% |
| YTD | +8.1% | -17.3% | +25.4% | +7.8% |
| 1Y | +11.7% | -22.5% | +34.2% | +11.3% |
| 3Y | +9.9% | -43.2% | +53.1% | +8.4% |
| 5Y | -8.7% | -88.3% | +79.7% | -21.3% |
| 10Y | +16.8% | -86.0% | +102.8% | -4.6% |
| All | +16.8% | -86.2% | +103.0% | -4.6% |
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