-14.7%
AMRZ vs TMF
-14.7%
0.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.9% | -1.4% | -0.5% | -1.4% |
| 30D | -16.9% | -2.8% | -14.1% | -16.1% |
| 3M | -19.2% | -10.9% | -8.3% | -15.8% |
| 6M | -29.3% | -21.3% | -8.0% | -24.9% |
| YTD | -18.0% | -15.9% | -2.1% | -13.7% |
| 1Y | -15.1% | -15.7% | +0.7% | -11.5% |
| All | -14.7% | -14.7% | 0.0% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling