+93.0%
TFC vs AMKR
+133.4%
-40.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -1.3% | +8.9% | -10.2% | -2.5% |
| 30D | -2.3% | -2.7% | +0.4% | -2.3% |
| 3M | +2.5% | -27.5% | +29.9% | +5.1% |
| 6M | +9.5% | +19.4% | -9.9% | +0.2% |
| YTD | +5.1% | +30.7% | -25.6% | -7.0% |
| 1Y | +15.5% | +107.9% | -92.4% | -10.3% |
| All | +93.0% | +133.4% | -40.4% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling