+353.6%
TFC vs AMT
+1,444.4%
-1,090.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | +1.7% | +1.6% | +0.1% | +1.4% |
| 30D | +9.0% | +4.5% | +4.5% | +8.1% |
| 3M | -2.1% | +13.8% | -15.9% | -4.6% |
| 6M | +3.4% | +10.0% | -6.7% | +1.1% |
| YTD | +5.3% | +11.8% | -6.5% | +2.4% |
| 1Y | +16.2% | +10.2% | +5.9% | +13.2% |
| 3Y | +94.8% | +15.1% | +79.6% | +85.9% |
| 5Y | -0.7% | -18.8% | +18.2% | +0.7% |
| 10Y | +80.9% | +133.7% | -52.8% | +52.5% |
| All | +353.6% | +1,444.4% | -1,090.8% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling