+877.5%
APP vs TFC
+96.6%
+780.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +43.0% |
| 3M | +27.0% | -3.0% | +30.0% | +28.5% |
| 6M | -15.4% | +5.8% | -21.2% | -19.1% |
| YTD | -39.9% | +5.3% | -45.2% | -42.8% |
| 1Y | -32.0% | +15.7% | -47.6% | -39.0% |
| All | +877.5% | +96.6% | +780.9% | +539.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling