+95.6%
TFC vs AMP
+589.3%
-493.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.4% |
| 7D | -2.4% | -0.5% | -1.9% | -2.0% |
| 30D | -3.4% | -1.3% | -2.0% | -2.4% |
| 3M | +0.4% | +24.2% | -23.8% | -14.8% |
| 6M | +12.7% | +24.6% | -11.9% | -5.0% |
| YTD | +5.6% | +14.8% | -9.2% | -6.1% |
| 1Y | +16.0% | +12.8% | +3.2% | +4.4% |
| 3Y | +94.0% | +69.0% | +25.0% | +27.7% |
| 5Y | +16.2% | +124.9% | -108.7% | -38.6% |
| All | +95.6% | +589.3% | -493.7% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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