+95.6%
TFC vs AMCR
+14.6%
+80.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.0% |
| 7D | -2.4% | -6.3% | +3.8% | +1.2% |
| 30D | -3.4% | -7.8% | +4.4% | +1.0% |
| 3M | +0.4% | +7.5% | -7.1% | -4.3% |
| 6M | +12.7% | +2.7% | +10.0% | +9.2% |
| YTD | +5.6% | +6.0% | -0.5% | -0.8% |
| 1Y | +16.0% | +7.8% | +8.2% | +7.4% |
| 3Y | +94.0% | +5.8% | +88.2% | +76.6% |
| 5Y | +16.2% | -11.6% | +27.8% | +17.7% |
| All | +95.6% | +14.6% | +80.9% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling