+100.2%
AMCR vs TMF
-78.7%
+178.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -1.9% | -1.4% | -0.4% | -1.9% |
| 30D | -4.1% | -2.8% | -1.3% | -4.1% |
| 3M | +21.7% | -10.9% | +32.6% | +21.6% |
| 6M | +1.5% | -21.3% | +22.8% | +1.3% |
| YTD | +13.1% | -15.9% | +29.0% | +13.0% |
| 1Y | +13.0% | -15.7% | +28.7% | +12.9% |
| 3Y | +6.9% | -43.4% | +50.3% | +6.0% |
| 5Y | -10.5% | -87.8% | +77.3% | -17.5% |
| 10Y | +20.9% | -86.7% | +107.6% | +9.0% |
| All | +100.2% | -78.7% | +178.9% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling