-6.5%
ACHR vs TFC
+96.6%
-103.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +18.0% | -1.2% | +19.2% | +19.2% |
| 30D | +3.6% | +7.8% | -4.1% | -2.5% |
| 3M | -28.4% | -3.0% | -25.5% | -27.0% |
| 6M | -25.7% | +5.8% | -31.5% | -31.7% |
| YTD | -35.4% | +5.3% | -40.7% | -40.9% |
| 1Y | -45.6% | +15.7% | -61.3% | -54.8% |
| All | -6.5% | +96.6% | -103.1% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling