+951.3%
APH vs TMF
-83.0%
+1,034.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.1% | +8.1% | +8.2% |
| 7D | +1.1% | +0.6% | +0.5% | +1.2% |
| 30D | -7.5% | +16.3% | -23.8% | -6.4% |
| 3M | -4.4% | -2.7% | -1.8% | -4.4% |
| 6M | +26.5% | -13.2% | +39.6% | +25.5% |
| YTD | +20.0% | -16.7% | +36.7% | +18.9% |
| 1Y | +16.9% | -22.7% | +39.6% | +15.0% |
| 3Y | +288.5% | -26.1% | +314.6% | +286.3% |
| 5Y | +310.3% | -88.4% | +398.7% | +224.1% |
| 10Y | +951.3% | -81.8% | +1,033.1% | +838.0% |
| All | +951.3% | -83.0% | +1,034.3% | +838.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling