-33.9%
ACHR vs TFC
+16.0%
-50.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -5.4% | -2.5% | -2.9% | -4.8% |
| 30D | -19.7% | -2.8% | -16.9% | -19.2% |
| 3M | +7.9% | +2.1% | +5.8% | +5.0% |
| 6M | -13.8% | +10.1% | -23.9% | -21.6% |
| YTD | -27.5% | +5.4% | -33.0% | -32.8% |
| 1Y | -33.9% | +16.3% | -50.3% | -43.3% |
| All | -33.9% | +16.0% | -50.0% | -43.3% |
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