-44.0%
ACHR vs TFC
+39.8%
-83.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | -2.3% | -2.4% | +0.1% | -0.8% |
| 30D | -11.3% | -3.4% | -7.9% | -9.4% |
| 3M | +5.3% | +0.4% | +4.8% | +3.4% |
| 6M | -13.2% | +12.7% | -25.9% | -21.5% |
| YTD | -25.8% | +5.6% | -31.4% | -30.1% |
| 1Y | -34.3% | +16.0% | -50.3% | -41.8% |
| 3Y | -19.9% | +94.0% | -113.9% | -46.5% |
| 5Y | -42.7% | +16.2% | -58.8% | -51.6% |
| All | -44.0% | +39.8% | -83.8% | -54.6% |
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