+20.4%
AME vs TMF
-23.9%
+44.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.1% | -4.9% |
| 7D | -4.4% | +4.0% | -8.4% | -5.0% |
| 30D | -5.9% | +19.5% | -25.3% | -8.8% |
| 3M | -6.5% | -3.5% | -3.0% | -5.5% |
| 6M | +3.2% | -10.6% | +13.8% | +5.9% |
| YTD | +16.0% | -17.1% | +33.1% | +20.1% |
| 1Y | +20.4% | -24.3% | +44.7% | +26.1% |
| All | +20.4% | -23.9% | +44.3% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling