-42.7%
ACHR vs TFC
+43.3%
-86.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -0.7% | +2.4% | -3.1% | -2.2% |
| 30D | +9.8% | -1.3% | +11.1% | +10.5% |
| 3M | -10.5% | +6.1% | -16.6% | -15.2% |
| 6M | -15.5% | +7.3% | -22.9% | -21.0% |
| YTD | -24.1% | +8.2% | -32.3% | -29.5% |
| 1Y | -32.4% | +14.4% | -46.9% | -39.6% |
| 3Y | -11.6% | +93.7% | -105.3% | -41.1% |
| 5Y | -42.9% | +16.4% | -59.3% | -52.4% |
| All | -42.7% | +43.3% | -86.0% | -54.2% |
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