+109.8%
AAPL vs TFC
+14.8%
+95.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -3.0% | -1.3% | -1.7% | -2.5% |
| 30D | +2.3% | -2.3% | +4.6% | +3.0% |
| 3M | +8.6% | +2.5% | +6.2% | +7.4% |
| 6M | +21.6% | +9.5% | +12.1% | +17.2% |
| YTD | +16.3% | +5.1% | +11.3% | +13.7% |
| 1Y | +35.1% | +15.5% | +19.6% | +27.5% |
| 3Y | +79.4% | +95.2% | -15.8% | +40.7% |
| 5Y | +109.8% | +14.5% | +95.4% | +98.1% |
| All | +109.8% | +14.8% | +95.1% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling