-59.6%
ACHR vs TFC
+40.1%
-99.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -7.7% |
| 7D | -9.2% | +2.3% | -11.5% | -10.4% |
| 30D | -1.0% | +10.8% | -11.8% | -7.3% |
| 3M | -42.2% | -3.8% | -38.4% | -40.9% |
| 6M | -38.2% | +9.6% | -47.8% | -43.1% |
| YTD | -46.4% | +5.8% | -52.2% | -49.6% |
| 1Y | -49.4% | +16.2% | -65.5% | -55.3% |
| 3Y | -22.5% | +96.0% | -118.5% | -48.6% |
| 5Y | -29.8% | +1.7% | -31.5% | -40.0% |
| All | -59.6% | +40.1% | -99.6% | -67.3% |
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 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