-3.0%
TFC vs AME
+66.2%
-69.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -2.5% |
| 7D | +1.2% | -5.2% | +6.4% | +4.2% |
| 30D | +8.3% | -8.0% | +16.4% | +13.4% |
| 3M | -5.2% | -8.9% | +3.7% | -0.3% |
| 6M | -0.8% | -5.0% | +4.2% | +0.9% |
| YTD | +3.4% | +11.9% | -8.4% | -6.7% |
| 1Y | +17.0% | +16.6% | +0.4% | +2.4% |
| 3Y | +86.2% | +62.5% | +23.7% | +24.7% |
| All | -3.0% | +66.2% | -69.3% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling