+268.0%
APH vs TMF
-87.8%
+355.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -9.3% |
| 7D | -12.7% | +2.7% | -15.4% | -12.8% |
| 30D | -19.2% | +19.3% | -38.5% | -19.5% |
| 3M | -16.7% | -3.7% | -13.0% | -16.6% |
| 6M | +5.1% | -11.3% | +16.5% | +5.5% |
| YTD | +6.6% | -16.6% | +23.2% | +7.1% |
| 1Y | +3.9% | -21.1% | +25.0% | +4.5% |
| 3Y | +246.0% | -26.8% | +272.8% | +245.7% |
| 5Y | +268.0% | -88.0% | +356.0% | +246.2% |
| All | +268.0% | -87.8% | +355.8% | +246.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling