+96.6%
TFC vs AMT
+8.2%
+88.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.2% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -1.3% | +4.6% | -5.9% | -1.9% |
| 3M | +6.1% | -8.4% | +14.5% | +7.2% |
| 6M | +7.3% | -6.0% | +13.4% | +7.9% |
| YTD | +8.2% | +2.1% | +6.1% | +7.4% |
| 1Y | +14.4% | -6.4% | +20.8% | +15.0% |
| All | +96.6% | +8.2% | +88.4% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling