+47.7%
TFC vs AMIX
-100.0%
+147.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.2% | -16.0% | +17.2% | +1.3% |
| 30D | +8.3% | -55.4% | +63.8% | +8.8% |
| 3M | -5.2% | -87.5% | +82.3% | -4.2% |
| 6M | -0.8% | -81.2% | +80.4% | -1.1% |
| YTD | +3.4% | -86.8% | +90.3% | +3.5% |
| 1Y | +17.0% | -91.6% | +108.6% | +17.5% |
| All | +47.7% | -100.0% | +147.6% | +49.8% |
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