+97.2%
TFC vs AME
+425.2%
-328.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -1.3% | +1.3% | -2.6% | -2.3% |
| 30D | -2.3% | -6.6% | +4.2% | +2.9% |
| 3M | +2.5% | +3.0% | -0.5% | -0.8% |
| 6M | +9.5% | +5.3% | +4.2% | +3.7% |
| YTD | +5.1% | +15.4% | -10.4% | -7.9% |
| 1Y | +15.5% | +26.8% | -11.3% | -6.9% |
| 3Y | +95.2% | +56.5% | +38.6% | +29.4% |
| 5Y | +14.5% | +85.2% | -70.8% | -35.3% |
| 10Y | +97.2% | +428.5% | -331.3% | -46.5% |
| All | +97.2% | +425.2% | -328.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling