+5.1%
APH vs TFC
+2.4%
+2.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.3% | -9.3% |
| 7D | -12.7% | +1.1% | -13.8% | -12.6% |
| 30D | -19.2% | +7.8% | -26.9% | -19.4% |
| 3M | -16.7% | -4.8% | -11.9% | -15.6% |
| 6M | +5.1% | +1.8% | +3.3% | +4.4% |
| All | +5.1% | +2.4% | +2.8% | +4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling