-3.0%
TFC vs APD
+11.0%
-14.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +1.2% | -3.7% | +4.9% | +2.6% |
| 30D | +8.3% | +9.6% | -1.3% | +4.8% |
| 3M | -5.2% | +1.6% | -6.8% | -5.8% |
| 6M | -0.8% | +2.2% | -3.0% | -2.0% |
| YTD | +3.4% | +25.9% | -22.4% | -6.4% |
| 1Y | +17.0% | +20.1% | -3.1% | +7.5% |
| 3Y | +86.2% | +12.4% | +73.8% | +73.2% |
| All | -3.0% | +11.0% | -14.0% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling