+21.3%
TFC vs APA
+107.6%
-86.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.9% | +9.8% | +2.5% |
| 7D | +5.1% | -13.0% | +18.0% | +4.3% |
| 30D | +9.8% | +2.0% | +7.8% | +9.7% |
| 3M | -2.4% | +24.9% | -27.3% | -1.2% |
| 6M | +4.9% | +7.2% | -2.2% | +5.8% |
| YTD | +6.6% | +87.1% | -80.5% | +4.2% |
| 1Y | +21.3% | +107.2% | -85.9% | +18.0% |
| All | +21.3% | +107.6% | -86.3% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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