+51.0%
TFC vs AMIX
-100.0%
+151.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.2% |
| 7D | +2.3% | -9.9% | +12.1% | +2.3% |
| 30D | +10.8% | -52.8% | +63.6% | +11.2% |
| 3M | -3.8% | -80.0% | +76.3% | -3.0% |
| 6M | +9.6% | -80.2% | +89.8% | +9.0% |
| YTD | +5.8% | -88.1% | +93.9% | +5.9% |
| 1Y | +16.2% | -91.1% | +107.2% | +16.3% |
| All | +51.0% | -100.0% | +151.0% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling