+95.3%
TFC vs APTV
-15.8%
+111.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.7% |
| 7D | -2.5% | -1.8% | -0.7% | -1.8% |
| 30D | -2.8% | -7.9% | +5.1% | +0.4% |
| 3M | +2.1% | -29.9% | +32.1% | +16.7% |
| 6M | +10.1% | -36.6% | +46.7% | +28.9% |
| YTD | +5.4% | -40.0% | +45.4% | +25.7% |
| 1Y | +16.3% | -44.0% | +60.3% | +42.4% |
| 3Y | +95.9% | -54.5% | +150.4% | +151.9% |
| 5Y | +16.0% | -68.8% | +84.8% | +70.5% |
| All | +95.3% | -15.8% | +111.1% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APTV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling