+75.7%
TFC vs AMP
+459.2%
-383.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.3% |
| 7D | +2.3% | +3.9% | -1.7% | -0.7% |
| 30D | +10.8% | +5.1% | +5.7% | +6.6% |
| 3M | -3.8% | -8.7% | +4.9% | +2.7% |
| 6M | +9.6% | +11.4% | -1.9% | +0.2% |
| YTD | +5.8% | +7.3% | -1.5% | -1.5% |
| 1Y | +16.2% | +14.6% | +1.6% | +2.8% |
| 3Y | +96.0% | +61.2% | +34.7% | +31.8% |
| 5Y | +1.7% | +81.0% | -79.3% | -37.8% |
| All | +75.7% | +459.2% | -383.6% | -51.9% |
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