-18.1%
AMRZ vs TMF
-18.8%
+0.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -0.3% |
| 7D | +0.2% | -1.1% | +1.3% | +0.6% |
| 30D | +16.2% | +11.8% | +4.4% | +11.5% |
| 3M | -8.9% | -4.0% | -4.9% | -7.7% |
| 6M | -20.1% | -16.5% | -3.6% | -15.1% |
| YTD | -21.3% | -19.9% | -1.4% | -15.8% |
| 1Y | -12.6% | -25.6% | +12.9% | -5.8% |
| All | -18.1% | -18.8% | +0.7% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling