+75.7%
TFC vs AME
+444.5%
-368.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | +2.3% | +5.9% | -3.6% | -2.2% |
| 30D | +10.8% | -1.9% | +12.7% | +11.5% |
| 3M | -3.8% | -5.4% | +1.6% | -0.7% |
| 6M | +9.6% | +4.9% | +4.6% | +3.3% |
| YTD | +5.8% | +18.5% | -12.7% | -10.2% |
| 1Y | +16.2% | +25.5% | -9.3% | -6.1% |
| 3Y | +96.0% | +63.0% | +33.0% | +24.2% |
| 5Y | +1.7% | +78.3% | -76.6% | -41.1% |
| All | +75.7% | +444.5% | -368.8% | -52.6% |
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