-17.0%
AMRZ vs TMF
-15.4%
-1.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | +2.5% | +2.7% | -0.2% | +1.5% |
| 30D | +14.4% | +19.3% | -4.9% | +7.1% |
| 3M | -19.2% | -3.7% | -15.5% | -18.2% |
| 6M | -19.7% | -11.3% | -8.4% | -16.4% |
| YTD | -20.2% | -16.6% | -3.6% | -15.9% |
| 1Y | -15.1% | -21.1% | +6.1% | -10.0% |
| All | -17.0% | -15.4% | -1.5% | -13.8% |
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