+104.9%
TFC vs AMT
+94.2%
+10.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.4% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -1.3% | +4.6% | -5.9% | -2.9% |
| 3M | +6.1% | -8.4% | +14.5% | +9.0% |
| 6M | +7.3% | -6.0% | +13.4% | +9.0% |
| YTD | +8.2% | +2.1% | +6.1% | +6.0% |
| 1Y | +14.4% | -6.4% | +20.8% | +15.5% |
| 3Y | +93.7% | +8.1% | +85.7% | +77.2% |
| 5Y | +16.4% | -31.9% | +48.3% | +27.2% |
| All | +104.9% | +94.2% | +10.8% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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