+520.8%
APP vs TFC
+10.2%
+510.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +48.9% | -1.2% | +50.1% | +49.5% |
| 30D | +49.4% | +7.8% | +41.7% | +43.3% |
| 3M | +27.0% | -3.0% | +30.0% | +28.4% |
| 6M | -15.4% | +5.8% | -21.2% | -18.8% |
| YTD | -39.9% | +5.3% | -45.2% | -42.4% |
| 1Y | -32.0% | +15.7% | -47.6% | -38.2% |
| 3Y | +824.3% | +94.8% | +729.5% | +537.0% |
| 5Y | +252.4% | 0.0% | +252.4% | +225.1% |
| All | +520.8% | +10.2% | +510.6% | +486.8% |
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