-16.6%
AMRZ vs TMF
-15.5%
-1.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | +18.3% | +16.3% | +2.0% | +11.8% |
| 3M | -8.0% | -2.7% | -5.3% | -7.3% |
| 6M | -18.7% | -13.2% | -5.5% | -14.9% |
| YTD | -19.8% | -16.7% | -3.2% | -15.5% |
| 1Y | -12.3% | -22.7% | +10.4% | -6.8% |
| All | -16.6% | -15.5% | -1.1% | -13.5% |
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