+106.4%
AMCR vs TMF
-78.9%
+185.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -7.9% | +0.6% | -8.5% | -7.9% |
| 30D | +8.2% | +16.3% | -8.1% | +8.2% |
| 3M | -4.3% | -2.7% | -1.6% | -4.4% |
| 6M | +16.6% | -13.2% | +29.8% | +16.5% |
| YTD | +13.1% | -16.7% | +29.8% | +12.9% |
| 1Y | +14.4% | -22.7% | +37.1% | +14.2% |
| 3Y | +18.4% | -26.1% | +44.5% | +18.5% |
| 5Y | -5.8% | -88.4% | +82.6% | -13.6% |
| 10Y | +22.3% | -81.8% | +104.1% | +9.8% |
| All | +106.4% | -78.9% | +185.3% | +80.3% |
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 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