+16.0%
TFC vs AMCR
-9.6%
+25.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.5% | -5.0% | +2.5% | 0.0% |
| 30D | -2.8% | -8.0% | +5.1% | +1.2% |
| 3M | +2.1% | +14.3% | -12.1% | -5.2% |
| 6M | +10.1% | +5.3% | +4.8% | +5.9% |
| YTD | +5.4% | +7.7% | -2.3% | -1.1% |
| 1Y | +16.3% | +10.8% | +5.5% | +6.8% |
| 3Y | +95.9% | +9.6% | +86.3% | +73.4% |
| 5Y | +16.0% | -10.2% | +26.2% | +16.2% |
| All | +16.0% | -9.6% | +25.6% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling