+58.7%
TFC vs AMDL
+47.6%
+11.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +22.3% | -23.2% | -1.8% |
| 7D | +1.2% | -26.2% | +27.4% | +2.0% |
| 30D | +8.3% | -57.1% | +65.4% | +11.3% |
| 3M | -5.2% | -29.8% | +24.7% | -5.0% |
| 6M | -0.8% | -22.2% | +21.4% | -3.3% |
| YTD | +3.4% | +142.1% | -138.7% | -8.1% |
| 1Y | +17.0% | +85.8% | -68.8% | +5.4% |
| All | +58.7% | +47.6% | +11.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3y: compounded portfolio wealth divided by compounded AMDL 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…
3y analysis · Full analysis span regression · 6 months rolling