+527.5%
APP vs TFC
+10.7%
+516.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.3% |
| 7D | +4.6% | +2.3% | +2.3% | +3.4% |
| 30D | +56.0% | +10.8% | +45.2% | +47.6% |
| 3M | +30.8% | -3.8% | +34.6% | +32.9% |
| 6M | -9.8% | +9.6% | -19.4% | -15.0% |
| YTD | -39.3% | +5.8% | -45.1% | -42.0% |
| 1Y | -26.4% | +16.2% | -42.6% | -33.3% |
| 3Y | +887.9% | +96.0% | +791.9% | +578.9% |
| 5Y | +264.1% | +1.7% | +262.4% | +235.1% |
| All | +527.5% | +10.7% | +516.8% | +491.8% |
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