+181.4%
TFC vs AMP
+2,108.3%
-1,926.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | +2.2% | +2.6% | -0.3% | +0.6% |
| 30D | -2.5% | +0.8% | -3.3% | -3.0% |
| 3M | +4.5% | +24.3% | -19.7% | -9.4% |
| 6M | +11.0% | +20.6% | -9.6% | -2.3% |
| YTD | +5.9% | +14.6% | -8.7% | -4.1% |
| 1Y | +14.6% | +14.5% | 0.0% | +3.6% |
| 3Y | +96.7% | +67.9% | +28.8% | +38.7% |
| 5Y | +15.6% | +122.5% | -106.9% | -31.9% |
| 10Y | +98.6% | +573.3% | -474.7% | -42.5% |
| All | +181.4% | +2,108.3% | -1,926.9% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling