-32.0%
APP vs TFC
+15.8%
-47.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +48.9% | -1.2% | +50.1% | +49.1% |
| 30D | +49.4% | +7.8% | +41.7% | +46.0% |
| 3M | +27.0% | -3.0% | +30.0% | +27.2% |
| 6M | -15.4% | +5.8% | -21.2% | -17.6% |
| YTD | -39.9% | +5.3% | -45.2% | -39.4% |
| 1Y | -32.0% | +15.7% | -47.6% | -29.4% |
| All | -32.0% | +15.8% | -47.8% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling