+136,369.6%
AAPL vs TFC
+2,504.6%
+133,865.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +4.1% | +8.6% | -4.6% | +1.3% |
| 3M | +17.5% | -4.3% | +21.8% | +19.0% |
| 6M | +20.6% | +5.4% | +15.1% | +18.0% |
| YTD | +31.0% | +4.5% | +26.5% | +28.4% |
| 1Y | +30.2% | +14.0% | +16.2% | +24.1% |
| 3Y | +92.9% | +93.4% | -0.5% | +53.5% |
| 5Y | +142.4% | +0.5% | +141.9% | +130.3% |
| 10Y | +1,324.9% | +77.7% | +1,247.3% | +950.0% |
| All | +136,369.6% | +2,504.6% | +133,865.0% | +48,059.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling