+1,055.9%
APH vs TFC
+105.4%
+950.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +5.0% | +2.4% | +2.5% | +3.9% |
| 30D | -3.9% | -1.3% | -2.6% | -3.4% |
| 3M | +13.0% | +6.1% | +6.9% | +9.8% |
| 6M | +25.2% | +7.3% | +17.8% | +21.0% |
| YTD | +22.9% | +8.2% | +14.7% | +18.2% |
| 1Y | +47.8% | +14.4% | +33.4% | +38.5% |
| 3Y | +283.0% | +93.7% | +189.3% | +184.8% |
| 5Y | +349.7% | +16.4% | +333.3% | +299.3% |
| All | +1,055.9% | +105.4% | +950.5% | +656.8% |
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