Windows (AMD or Intel) has Time Travel Debugging: https://docs.microsoft.com/en-us/windows-hardware/drivers/de..., although this has extremely high performance overhead.

There's also the regular performance traces you can capture with wpr and friends. I don't think these provide function-level traces, and I also don't think it's possible to do that (but I could be wrong). You just get sampled callstacks, which may or may not be enough for your needs.

In my experience on Windows you need to instrument applications to get function-level tracing.