+61,451.9%
APH vs TFC
+2,480.1%
+58,971.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.2% | -52.0% | -49.2% |
| 7D | -48.7% | +2.7% | -51.4% | -49.9% |
| 30D | -51.9% | -1.3% | -50.6% | -52.4% |
| 3M | -43.6% | +6.1% | -49.6% | -45.6% |
| 6M | -37.5% | +7.3% | -44.9% | -40.1% |
| YTD | -38.6% | +8.2% | -46.8% | -41.4% |
| 1Y | -26.3% | +14.4% | -40.8% | -31.2% |
| 3Y | +89.2% | +93.7% | -4.5% | +44.9% |
| 5Y | +119.8% | +16.4% | +103.4% | +94.9% |
| 10Y | +454.3% | +101.6% | +352.7% | +286.5% |
| All | +61,451.9% | +2,480.1% | +58,971.9% | +25,459.0% |
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