+282.2%
APH vs TFC
-2.5%
+284.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.4% |
| 7D | -5.9% | +1.2% | -7.1% | -6.4% |
| 30D | -14.8% | +8.3% | -23.1% | -17.3% |
| 3M | -12.4% | -5.2% | -7.3% | -11.0% |
| 6M | +8.1% | -0.8% | +8.9% | +7.6% |
| YTD | +10.9% | +3.4% | +7.5% | +8.5% |
| 1Y | +8.8% | +17.0% | -8.2% | +1.6% |
| 3Y | +262.1% | +86.2% | +175.9% | +183.6% |
| All | +282.2% | -2.5% | +284.7% | +283.4% |
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