+131.2%
TFC vs AMC
-98.1%
+229.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | -0.1% |
| 7D | +2.4% | +2.3% | +0.1% | +2.3% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | +6.1% | +35.2% | -29.1% | +4.2% |
| 6M | +7.3% | +124.6% | -117.2% | +3.1% |
| YTD | +8.2% | +69.9% | -61.7% | +4.9% |
| 1Y | +14.4% | -2.6% | +17.0% | +13.1% |
| 3Y | +93.7% | -79.8% | +173.5% | +97.3% |
| 5Y | +16.4% | -99.4% | +115.8% | +28.0% |
| 10Y | +101.6% | -98.9% | +200.4% | +86.9% |
| All | +131.2% | -98.1% | +229.3% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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