+955.2%
APH vs TFC
+82.1%
+873.1%
-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% | -0.9% |
| 7D | -5.0% | +1.7% | -6.8% | -5.7% |
| 30D | -8.4% | +9.0% | -17.4% | -11.6% |
| 3M | -4.5% | -2.1% | -2.4% | -4.0% |
| 6M | +25.3% | +3.4% | +21.9% | +22.7% |
| YTD | +18.9% | +5.3% | +13.6% | +15.3% |
| 1Y | +11.9% | +16.2% | -4.2% | +4.3% |
| 3Y | +278.0% | +94.8% | +183.2% | +180.8% |
| 5Y | +306.4% | -0.7% | +307.1% | +285.4% |
| 10Y | +955.2% | +80.9% | +874.3% | +690.7% |
| All | +955.2% | +82.1% | +873.1% | +690.7% |
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