+944.2%
APH vs TFC
+81.3%
+862.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.4% | -1.2% | +1.6% | +1.0% |
| 30D | -8.0% | +7.8% | -15.7% | -10.8% |
| 3M | -5.0% | -3.0% | -2.0% | -4.2% |
| 6M | +29.9% | +5.8% | +24.1% | +26.0% |
| YTD | +18.0% | +5.3% | +12.7% | +14.4% |
| 1Y | +11.3% | +15.7% | -4.3% | +3.9% |
| 3Y | +274.9% | +94.8% | +180.1% | +178.6% |
| 5Y | +300.6% | 0.0% | +300.6% | +278.7% |
| 10Y | +944.2% | +79.0% | +865.2% | +672.8% |
| All | +944.2% | +81.3% | +862.9% | +672.8% |
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