+1,254.4%
AAPL vs TFC
+98.5%
+1,155.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | -0.5% | -2.5% | +2.0% | +0.3% |
| 30D | +7.1% | -2.8% | +9.9% | +8.0% |
| 3M | +12.1% | +2.1% | +9.9% | +11.0% |
| 6M | +25.4% | +10.1% | +15.3% | +21.0% |
| YTD | +20.5% | +5.4% | +15.0% | +17.8% |
| 1Y | +44.5% | +16.3% | +28.2% | +36.7% |
| 3Y | +85.8% | +95.9% | -10.1% | +46.8% |
| 5Y | +124.8% | +16.0% | +108.8% | +105.3% |
| All | +1,254.4% | +98.5% | +1,155.9% | +961.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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