+506.6%
APP vs TFC
+10.2%
+496.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +61.1% | +1.7% | +59.4% | +59.4% |
| 30D | +42.8% | +9.0% | +33.8% | +36.1% |
| 3M | +16.7% | -2.1% | +18.8% | +17.4% |
| 6M | -15.6% | +3.4% | -18.9% | -18.0% |
| YTD | -41.3% | +5.3% | -46.6% | -43.8% |
| 1Y | -39.3% | +16.2% | -55.4% | -44.9% |
| 3Y | +803.2% | +94.8% | +708.4% | +522.4% |
| 5Y | +313.2% | -0.7% | +313.8% | +281.1% |
| All | +506.6% | +10.2% | +496.4% | +473.4% |
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