+446.2%
APP vs TFC
+9.2%
+436.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.0% | +33.1% | +32.1% |
| 7D | +39.7% | +1.1% | +38.6% | +38.7% |
| 30D | +27.7% | +7.8% | +20.0% | +22.5% |
| 3M | -14.8% | -4.8% | -10.0% | -12.9% |
| 6M | -25.5% | +1.8% | -27.4% | -27.1% |
| YTD | -47.2% | +4.4% | -51.6% | -49.1% |
| 1Y | -42.3% | +18.0% | -60.3% | -48.1% |
| 3Y | +806.8% | +85.2% | +721.6% | +540.8% |
| 5Y | +261.6% | -1.4% | +263.0% | +235.1% |
| All | +446.2% | +9.2% | +436.9% | +418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling