+2,700.2%
TFC vs APA
+815.8%
+1,884.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.8% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | -1.3% | +23.4% | -24.7% | -6.3% |
| 3M | +6.1% | +12.7% | -6.6% | +2.4% |
| 6M | +7.3% | +39.4% | -32.1% | -2.6% |
| YTD | +8.2% | +79.0% | -70.8% | -7.8% |
| 1Y | +14.4% | +88.8% | -74.4% | -4.5% |
| 3Y | +93.7% | +6.4% | +87.4% | +79.3% |
| 5Y | +16.4% | +153.0% | -136.6% | -15.7% |
| 10Y | +101.6% | +7.5% | +94.0% | +42.2% |
| All | +2,700.2% | +815.8% | +1,884.4% | +1,565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling