+95.6%
TFC vs AMKR
+547.1%
-451.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.9% |
| 7D | -2.4% | +8.3% | -10.7% | -4.3% |
| 30D | -3.4% | -6.8% | +3.4% | -2.4% |
| 3M | +0.4% | -31.9% | +32.4% | +6.3% |
| 6M | +12.7% | +18.4% | -5.7% | +1.1% |
| YTD | +5.6% | +31.7% | -26.1% | -9.4% |
| 1Y | +16.0% | +105.2% | -89.2% | -13.6% |
| 3Y | +94.0% | +147.7% | -53.8% | +29.2% |
| 5Y | +16.2% | +99.4% | -83.2% | -21.5% |
| All | +95.6% | +547.1% | -451.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 10y: compounded portfolio wealth divided by compounded AMKR 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…
10y analysis · Full analysis span regression · 6 months rolling