+14.6%
TFC vs APA
+96.0%
-81.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -4.0% | -2.1% |
| 7D | +2.2% | -1.7% | +3.9% | +2.2% |
| 30D | -2.5% | +15.7% | -18.2% | -2.0% |
| 3M | +4.5% | +16.5% | -11.9% | +5.2% |
| 6M | +11.0% | +35.1% | -24.1% | +9.9% |
| YTD | +5.9% | +82.2% | -76.3% | +2.2% |
| 1Y | +14.6% | +102.5% | -87.9% | +10.2% |
| All | +14.6% | +96.0% | -81.4% | +10.2% |
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