+96.0%
TFC vs APTV
-48.7%
+144.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +2.3% | -1.7% | +4.0% | +2.8% |
| 30D | +10.8% | -11.6% | +22.4% | +14.6% |
| 3M | -3.8% | -21.2% | +17.4% | +2.6% |
| 6M | +9.6% | -28.5% | +38.1% | +17.3% |
| YTD | +5.8% | -49.1% | +54.9% | +26.0% |
| 1Y | +16.2% | -52.2% | +68.4% | +41.4% |
| 3Y | +96.0% | -48.6% | +144.6% | +118.2% |
| All | +96.0% | -48.7% | +144.7% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling