+104.5%
TFC vs APA
+8.0%
+96.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | -1.3% | +23.4% | -24.7% | -5.3% |
| 3M | +6.1% | +12.7% | -6.6% | +3.3% |
| 6M | +7.3% | +39.4% | -32.1% | -2.0% |
| YTD | +8.2% | +79.0% | -70.8% | -7.7% |
| 1Y | +14.4% | +88.8% | -74.4% | -4.7% |
| All | +104.5% | +8.0% | +96.5% | +88.8% |
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