+391.7%
APP vs TFC
+13.2%
+378.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | +2.4% | -1.5% | -0.4% |
| 30D | -23.3% | -1.3% | -22.0% | -22.8% |
| 3M | -42.6% | +6.1% | -48.7% | -44.7% |
| 6M | -33.6% | +7.3% | -40.9% | -36.8% |
| YTD | -52.4% | +8.2% | -60.6% | -54.9% |
| 1Y | -35.9% | +14.4% | -50.3% | -41.3% |
| 3Y | +642.2% | +93.7% | +548.5% | +412.5% |
| 5Y | +311.1% | +16.4% | +294.7% | +274.3% |
| All | +391.7% | +13.2% | +378.4% | +359.6% |
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 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