+98.6%
TFC vs APD
+161.1%
-62.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | +2.2% | -2.5% | +4.7% | +3.7% |
| 30D | -2.5% | -1.9% | -0.6% | -1.5% |
| 3M | +4.5% | +8.2% | -3.7% | -0.6% |
| 6M | +11.0% | +10.7% | +0.2% | +3.6% |
| YTD | +5.9% | +22.9% | -17.0% | -7.3% |
| 1Y | +14.6% | +5.8% | +8.8% | +8.4% |
| 3Y | +96.7% | +7.8% | +88.9% | +77.8% |
| 5Y | +15.6% | +26.1% | -10.5% | -9.3% |
| 10Y | +98.6% | +163.7% | -65.1% | -3.9% |
| All | +98.6% | +161.1% | -62.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded APD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling