+132,206.3%
APH vs TFC
+2,480.1%
+129,726.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +5.0% | +2.4% | +2.5% | +4.1% |
| 30D | -3.9% | -1.3% | -2.6% | -3.5% |
| 3M | +13.0% | +6.1% | +6.9% | +10.2% |
| 6M | +25.2% | +7.3% | +17.8% | +21.6% |
| YTD | +22.9% | +8.2% | +14.7% | +18.9% |
| 1Y | +47.8% | +14.4% | +33.4% | +39.8% |
| 3Y | +283.0% | +93.7% | +189.3% | +197.2% |
| 5Y | +349.7% | +16.4% | +333.3% | +303.9% |
| 10Y | +1,061.2% | +101.6% | +959.7% | +720.4% |
| All | +132,206.3% | +2,480.1% | +129,726.2% | +55,557.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded TFC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling