+114,578.9%
APH vs TFC
+2,389.6%
+112,189.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.3% | -8.6% |
| 7D | -12.7% | +1.1% | -13.8% | -13.1% |
| 30D | -19.2% | +7.8% | -26.9% | -21.4% |
| 3M | -16.7% | -4.8% | -11.9% | -15.5% |
| 6M | +5.1% | +1.8% | +3.3% | +3.8% |
| YTD | +6.6% | +4.4% | +2.2% | +4.1% |
| 1Y | +3.9% | +18.0% | -14.1% | -2.8% |
| 3Y | +246.0% | +85.2% | +160.8% | +172.9% |
| 5Y | +268.0% | -1.4% | +269.4% | +249.4% |
| 10Y | +868.2% | +95.7% | +772.5% | +589.6% |
| All | +114,578.9% | +2,389.6% | +112,189.2% | +48,619.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling