-20.3%
AMRZ vs TMF
-22.3%
+2.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -0.2% |
| 7D | -4.0% | -8.2% | +4.1% | -0.9% |
| 30D | +12.4% | +5.3% | +7.1% | +10.3% |
| 3M | -11.5% | -8.5% | -3.0% | -8.7% |
| 6M | -21.6% | -17.2% | -4.4% | -16.1% |
| YTD | -23.4% | -23.4% | 0.0% | -16.6% |
| 1Y | -17.2% | -30.2% | +13.1% | -8.9% |
| All | -20.3% | -22.3% | +2.0% | -14.6% |
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