+94.0%
TFC vs AMP
+66.7%
+27.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.4% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | -3.4% | -1.3% | -2.0% | -2.5% |
| 3M | +0.4% | +24.2% | -23.8% | -13.9% |
| 6M | +12.7% | +24.6% | -11.9% | -4.1% |
| YTD | +5.6% | +14.8% | -9.2% | -5.4% |
| 1Y | +16.0% | +12.8% | +3.2% | +5.2% |
| 3Y | +94.0% | +69.0% | +25.0% | +14.5% |
| All | +94.0% | +66.7% | +27.3% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling