+292.6%
APP vs TFC
-2.5%
+295.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +10.4% |
| 7D | +71.2% | +1.2% | +70.0% | +69.5% |
| 30D | +39.1% | +8.3% | +30.7% | +32.5% |
| 3M | +16.5% | -5.2% | +21.7% | +19.4% |
| 6M | -16.6% | -0.8% | -15.8% | -17.3% |
| YTD | -41.9% | +3.4% | -45.4% | -44.1% |
| 1Y | -37.0% | +17.0% | -54.0% | -43.7% |
| 3Y | +892.4% | +86.2% | +806.3% | +573.1% |
| All | +292.6% | -2.5% | +295.2% | +290.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling