+21.3%
TFC vs AMIX
-92.3%
+113.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +3.0% |
| 7D | +5.1% | -25.1% | +30.2% | +5.1% |
| 30D | +9.8% | -54.5% | +64.3% | +10.0% |
| 3M | -2.4% | -91.7% | +89.3% | -2.1% |
| 6M | +4.9% | -79.4% | +84.4% | +3.6% |
| YTD | +6.6% | -86.1% | +92.6% | +3.9% |
| 1Y | +21.3% | -91.6% | +112.9% | +16.9% |
| All | +21.3% | -92.3% | +113.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 1y: compounded portfolio wealth divided by compounded AMIX 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…
1y analysis · Full analysis span regression · 6 months rolling