+951.3%
APH vs TSN
+13.2%
+938.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.3% | +7.9% | +8.1% |
| 7D | +1.1% | +4.9% | -3.8% | -0.1% |
| 30D | -7.5% | +12.1% | -19.5% | -10.0% |
| 3M | -4.4% | +4.1% | -8.6% | -5.7% |
| 6M | +26.5% | -10.9% | +37.3% | +29.1% |
| YTD | +20.0% | +4.8% | +15.3% | +17.2% |
| 1Y | +16.9% | +17.6% | -0.8% | +10.5% |
| 3Y | +288.5% | +43.2% | +245.3% | +237.8% |
| 5Y | +310.3% | -13.9% | +324.2% | +312.9% |
| 10Y | +951.3% | +11.8% | +939.4% | +836.3% |
| All | +951.3% | +13.2% | +938.1% | +836.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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