-18.8%
AMT vs TMF
-88.9%
+70.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.4% |
| 7D | +1.6% | -1.1% | +2.7% | +1.8% |
| 30D | +4.5% | +11.8% | -7.4% | +2.3% |
| 3M | +13.8% | -4.0% | +17.8% | +14.5% |
| 6M | +10.0% | -16.5% | +26.6% | +13.2% |
| YTD | +11.8% | -19.9% | +31.7% | +15.7% |
| 1Y | +10.2% | -25.6% | +35.8% | +15.6% |
| 3Y | +15.1% | -29.9% | +45.0% | +20.5% |
| 5Y | -18.8% | -88.2% | +69.4% | -8.1% |
| All | -18.8% | -88.9% | +70.0% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling