+15.6%
TFC vs AME
+85.0%
-69.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +2.2% | +2.8% | -0.5% | +0.4% |
| 30D | -2.5% | -6.3% | +3.8% | +1.7% |
| 3M | +4.5% | +5.4% | -0.8% | +0.2% |
| 6M | +11.0% | +7.4% | +3.5% | +4.6% |
| YTD | +5.9% | +16.2% | -10.3% | -5.7% |
| 1Y | +14.6% | +26.8% | -12.2% | -4.5% |
| 3Y | +96.7% | +57.5% | +39.2% | +37.9% |
| 5Y | +15.6% | +84.8% | -69.3% | -28.5% |
| All | +15.6% | +85.0% | -69.5% | -28.5% |
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 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