+75.7%
TFC vs APD
+191.9%
-116.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +2.3% | +3.8% | -1.6% | +0.2% |
| 30D | +10.8% | +8.2% | +2.6% | +6.2% |
| 3M | -3.8% | +4.3% | -8.0% | -6.1% |
| 6M | +9.6% | +4.7% | +4.9% | +6.0% |
| YTD | +5.8% | +31.5% | -25.8% | -10.9% |
| 1Y | +16.2% | +23.5% | -7.4% | +0.9% |
| 3Y | +96.0% | +29.1% | +66.9% | +59.3% |
| 5Y | +1.7% | +15.9% | -14.2% | -14.1% |
| All | +75.7% | +191.9% | -116.2% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling