+4,502.4%
APH vs TMF
-69.3%
+4,571.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.5% | -8.6% | -5.8% |
| 7D | -2.4% | +4.0% | -6.4% | -1.8% |
| 30D | -9.5% | +19.5% | -28.9% | -7.1% |
| 3M | -7.6% | -3.5% | -4.1% | -7.8% |
| 6M | +12.4% | -10.6% | +23.0% | +11.1% |
| YTD | +17.5% | -17.1% | +34.6% | +15.0% |
| 1Y | +16.4% | -24.3% | +40.7% | +12.5% |
| 3Y | +281.6% | -27.2% | +308.9% | +275.4% |
| 5Y | +317.7% | -87.6% | +405.3% | +211.8% |
| 10Y | +967.8% | -84.8% | +1,052.6% | +810.2% |
| All | +4,502.4% | -69.3% | +4,571.7% | +5,777.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling