+49.0%
TFC vs AMIX
-100.0%
+149.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -2.0% |
| 7D | +1.1% | -25.5% | +26.5% | +1.2% |
| 30D | +7.8% | -56.2% | +64.0% | +8.2% |
| 3M | -4.8% | -87.4% | +82.7% | -3.8% |
| 6M | +1.8% | -80.9% | +82.7% | +1.5% |
| YTD | +4.4% | -86.8% | +91.2% | +4.5% |
| 1Y | +18.0% | -91.3% | +109.3% | +18.4% |
| All | +49.0% | -100.0% | +149.0% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling