+0.5%
TFC vs AMT
-18.7%
+19.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.1% | -2.2% | +2.3% | +0.7% |
| 30D | +8.6% | +5.8% | +2.9% | +7.1% |
| 3M | -4.3% | +12.6% | -16.9% | -7.4% |
| 6M | +5.4% | +8.3% | -2.9% | +2.8% |
| YTD | +4.5% | +11.4% | -6.9% | +0.5% |
| 1Y | +14.0% | +7.7% | +6.3% | +10.7% |
| 3Y | +93.4% | +14.8% | +78.6% | +74.1% |
| 5Y | +0.5% | -18.0% | +18.4% | -2.3% |
| All | +0.5% | -18.7% | +19.1% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling