+930.0%
APH vs TFC
+79.2%
+850.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.2% |
| 7D | +4.9% | +2.3% | +2.6% | +4.0% |
| 30D | -5.4% | +10.8% | -16.2% | -9.3% |
| 3M | -5.5% | -3.8% | -1.7% | -4.3% |
| 6M | +25.9% | +9.6% | +16.3% | +20.4% |
| YTD | +16.4% | +5.8% | +10.6% | +12.6% |
| 1Y | +16.5% | +16.2% | +0.3% | +8.5% |
| 3Y | +270.9% | +96.0% | +174.9% | +174.8% |
| 5Y | +289.5% | +1.7% | +287.8% | +265.7% |
| All | +930.0% | +79.2% | +850.8% | +659.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling