+179.5%
TFC vs AMCR
+100.3%
+79.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.3% | -2.4% | +4.6% | +3.3% |
| 30D | +10.8% | +3.6% | +7.2% | +9.0% |
| 3M | -3.8% | -4.2% | +0.4% | -2.2% |
| 6M | +9.6% | +15.5% | -5.9% | +2.1% |
| YTD | +5.8% | +9.7% | -4.0% | -0.4% |
| 1Y | +16.2% | +8.3% | +7.9% | +10.0% |
| 3Y | +96.0% | +15.4% | +80.6% | +77.0% |
| 5Y | +1.7% | -9.1% | +10.8% | +2.2% |
| 10Y | +79.9% | +18.6% | +61.2% | +52.2% |
| All | +179.5% | +100.3% | +79.2% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling