+86.2%
TFC vs APA
+24.2%
+62.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.4% |
| 7D | +1.2% | -15.5% | +16.7% | +3.9% |
| 30D | +8.3% | +2.4% | +5.9% | +7.5% |
| 3M | -5.2% | +22.8% | -28.0% | -9.2% |
| 6M | -0.8% | +17.9% | -18.7% | -4.8% |
| YTD | +3.4% | +87.7% | -84.2% | -13.0% |
| 1Y | +17.0% | +94.2% | -77.2% | -2.8% |
| 3Y | +86.2% | +27.2% | +59.0% | +70.7% |
| All | +86.2% | +24.2% | +62.0% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling