+528.8%
APP vs TFC
+10.3%
+518.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +3.8% |
| 7D | +79.2% | +0.3% | +78.8% | +78.4% |
| 30D | +48.0% | +9.2% | +38.8% | +41.0% |
| 3M | +18.2% | -2.9% | +21.1% | +19.5% |
| 6M | -12.5% | +3.5% | -16.0% | -15.0% |
| YTD | -39.2% | +5.4% | -44.6% | -41.7% |
| 1Y | -33.9% | +17.3% | -51.2% | -40.4% |
| 3Y | +933.3% | +96.7% | +836.6% | +608.9% |
| 5Y | +295.9% | -1.1% | +297.0% | +265.0% |
| All | +528.8% | +10.3% | +518.5% | +493.9% |
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