+102.9%
TFC vs APD
+164.2%
-61.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.6% |
| 7D | +2.4% | -2.2% | +4.6% | +3.6% |
| 30D | -1.3% | +2.1% | -3.4% | -2.5% |
| 3M | +6.1% | +7.2% | -1.1% | +1.4% |
| 6M | +7.3% | +11.2% | -3.9% | -0.1% |
| YTD | +8.2% | +24.4% | -16.2% | -5.9% |
| 1Y | +14.4% | +6.7% | +7.8% | +7.8% |
| 3Y | +93.7% | +9.2% | +84.5% | +73.7% |
| 5Y | +16.4% | +27.4% | -11.0% | -9.1% |
| All | +102.9% | +164.2% | -61.3% | -2.5% |
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