-37.5%
APH vs TFC
+6.3%
-43.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.2% | -52.0% | -46.5% |
| 7D | -48.7% | +2.7% | -51.4% | -47.2% |
| 30D | -51.9% | -1.3% | -50.6% | -49.9% |
| 3M | -43.6% | +6.1% | -49.6% | -43.8% |
| 6M | -37.5% | +7.3% | -44.9% | -38.9% |
| All | -37.5% | +6.3% | -43.8% | -38.9% |
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 · Available span rolling