+80.9%
TFC vs AME
+438.4%
-357.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | -4.1% | +5.9% | +4.6% |
| 30D | +9.0% | -4.1% | +13.1% | +11.6% |
| 3M | -2.1% | -5.6% | +3.5% | +1.1% |
| 6M | +3.4% | +2.8% | +0.5% | -1.0% |
| YTD | +5.3% | +16.6% | -11.3% | -9.6% |
| 1Y | +16.2% | +21.1% | -4.9% | -3.4% |
| 3Y | +94.8% | +61.1% | +33.7% | +24.6% |
| 5Y | -0.7% | +76.6% | -77.2% | -42.1% |
| 10Y | +80.9% | +431.3% | -350.4% | -50.3% |
| All | +80.9% | +438.4% | -357.5% | -50.3% |
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