+60.3%
TFC vs AMDL
+145.7%
-85.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.9% | -12.6% | -1.2% |
| 7D | +0.1% | +103.5% | -103.4% | -2.9% |
| 30D | +8.6% | -18.3% | +27.0% | +8.6% |
| 3M | -4.3% | +20.1% | -24.4% | -6.3% |
| 6M | +5.4% | +15.9% | -10.5% | +1.4% |
| YTD | +4.5% | +303.0% | -298.5% | -9.2% |
| 1Y | +14.0% | +164.0% | -150.0% | +1.8% |
| All | +60.3% | +145.7% | -85.3% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling