+15.6%
TFC vs APO
+134.3%
-118.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | +2.2% | +0.1% | +2.2% | +2.2% |
| 30D | -2.5% | +3.9% | -6.3% | -4.4% |
| 3M | +4.5% | +3.8% | +0.8% | +1.9% |
| 6M | +11.0% | +22.3% | -11.3% | -0.5% |
| YTD | +5.9% | -7.8% | +13.7% | +7.7% |
| 1Y | +14.6% | -0.3% | +14.9% | +11.6% |
| 3Y | +96.7% | +57.1% | +39.6% | +47.6% |
| 5Y | +15.6% | +137.0% | -121.4% | -31.5% |
| All | +15.6% | +134.3% | -118.8% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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