-56.9%
ACHR vs TFC
+20.8%
-77.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.7% |
| 7D | -5.1% | +5.1% | -10.1% | -5.8% |
| 30D | -12.7% | +9.8% | -22.5% | -14.2% |
| 3M | -22.4% | -2.4% | -20.0% | -22.4% |
| 6M | -28.6% | +4.9% | -33.5% | -31.0% |
| YTD | -45.2% | +6.6% | -51.8% | -50.3% |
| 1Y | -56.9% | +21.3% | -78.2% | -70.5% |
| All | -56.9% | +20.8% | -77.7% | -70.5% |
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 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