+62.3%
TFC vs AMDL
+102.5%
-40.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -17.6% | +18.8% | +1.9% |
| 7D | +2.3% | +37.2% | -35.0% | +0.7% |
| 30D | +10.8% | -24.0% | +34.9% | +11.0% |
| 3M | -3.8% | -1.0% | -2.7% | -5.1% |
| 6M | +9.6% | -3.2% | +12.8% | +6.0% |
| YTD | +5.8% | +232.2% | -226.4% | -7.5% |
| 1Y | +16.2% | +137.7% | -121.6% | +3.8% |
| All | +62.3% | +102.5% | -40.2% | +19.9% |
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