+35.1%
AAPL vs TFC
+13.9%
+21.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | +2.3% | -2.3% | +4.6% | +2.9% |
| 3M | +8.6% | +2.5% | +6.2% | +7.3% |
| 6M | +21.6% | +9.5% | +12.1% | +16.4% |
| YTD | +16.3% | +5.1% | +11.3% | +13.9% |
| 1Y | +35.1% | +15.5% | +19.6% | +25.2% |
| All | +35.1% | +13.9% | +21.1% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling