+97.2%
TFC vs APA
-1.1%
+98.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.6% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -2.3% | +9.3% | -11.7% | -4.8% |
| 3M | +2.5% | +23.3% | -20.9% | -3.9% |
| 6M | +9.5% | +39.5% | -30.0% | -2.1% |
| YTD | +5.1% | +87.6% | -82.6% | -14.0% |
| 1Y | +15.5% | +114.2% | -98.8% | -9.8% |
| 3Y | +95.2% | +13.6% | +81.6% | +75.0% |
| 5Y | +14.5% | +175.6% | -161.1% | -24.6% |
| 10Y | +97.2% | -2.6% | +99.8% | +17.9% |
| All | +97.2% | -1.1% | +98.3% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling