+125.0%
TFC vs AMC
-97.5%
+222.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.2% | -2.8% | +1.6% | -1.1% |
| 30D | +7.8% | +14.0% | -6.2% | +7.2% |
| 3M | -3.0% | +42.5% | -45.5% | -4.4% |
| 6M | +5.8% | +142.6% | -136.7% | +1.4% |
| YTD | +5.3% | +119.2% | -113.9% | +1.0% |
| 1Y | +15.7% | +40.7% | -25.1% | +12.7% |
| 3Y | +94.8% | -57.3% | +152.1% | +93.9% |
| 5Y | 0.0% | -99.1% | +99.2% | +8.6% |
| 10Y | +79.0% | -98.7% | +177.7% | +68.8% |
| All | +125.0% | -97.5% | +222.5% | +83.2% |
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