+355.9%
APH vs TFC
+16.2%
+339.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +5.0% | +2.4% | +2.5% | +4.0% |
| 30D | -3.9% | -1.3% | -2.6% | -3.5% |
| 3M | +13.0% | +6.1% | +6.9% | +10.1% |
| 6M | +25.2% | +7.3% | +17.8% | +21.4% |
| YTD | +22.9% | +8.2% | +14.7% | +18.5% |
| 1Y | +47.8% | +14.4% | +33.4% | +39.3% |
| 3Y | +283.0% | +93.7% | +189.3% | +195.0% |
| All | +355.9% | +16.2% | +339.7% | +321.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling