+90.5%
APH vs TMF
-42.2%
+132.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.2% | -47.6% | -47.8% |
| 7D | -48.7% | -2.4% | -46.3% | -48.7% |
| 30D | -51.9% | -2.8% | -49.1% | -51.9% |
| 3M | -43.6% | -10.9% | -32.6% | -43.3% |
| 6M | -37.5% | -21.3% | -16.2% | -37.2% |
| YTD | -38.6% | -15.9% | -22.8% | -38.3% |
| 1Y | -26.3% | -15.7% | -10.6% | -26.0% |
| All | +90.5% | -42.2% | +132.7% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling