+292.5%
TFC vs APTV
+194.6%
+97.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -1.2% |
| 7D | +2.4% | +4.8% | -2.4% | +0.4% |
| 30D | -1.3% | +2.0% | -3.3% | -2.4% |
| 3M | +6.1% | -34.2% | +40.3% | +24.2% |
| 6M | +7.3% | -34.7% | +42.0% | +24.0% |
| YTD | +8.2% | -37.0% | +45.2% | +26.3% |
| 1Y | +14.4% | -40.4% | +54.8% | +36.2% |
| 3Y | +93.7% | -54.1% | +147.8% | +147.8% |
| 5Y | +16.4% | -68.0% | +84.4% | +68.2% |
| 10Y | +101.6% | -15.5% | +117.1% | +78.0% |
| All | +292.5% | +194.6% | +97.9% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling