+724.6%
AMT vs TMF
-69.1%
+793.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +4.4% | +2.7% | +1.6% | +4.4% |
| 30D | +17.7% | +19.3% | -1.6% | +17.8% |
| 3M | +16.7% | -3.7% | +20.3% | +16.6% |
| 6M | +11.1% | -11.3% | +22.5% | +11.1% |
| YTD | +13.9% | -16.6% | +30.5% | +13.8% |
| 1Y | +12.5% | -21.1% | +33.6% | +12.4% |
| 3Y | +13.2% | -26.8% | +40.0% | +13.4% |
| 5Y | -17.9% | -88.0% | +70.2% | -26.3% |
| 10Y | +122.8% | -84.7% | +207.5% | +107.3% |
| All | +724.6% | -69.1% | +793.7% | +805.4% |
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