+883.4%
APH vs TSN
+14.3%
+869.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.3% |
| 7D | -5.9% | +4.6% | -10.6% | -7.0% |
| 30D | -14.8% | +15.4% | -30.2% | -17.7% |
| 3M | -12.4% | +2.9% | -15.3% | -13.3% |
| 6M | +8.1% | -10.8% | +18.9% | +10.2% |
| YTD | +10.9% | +4.5% | +6.5% | +8.4% |
| 1Y | +8.8% | +19.5% | -10.7% | +2.4% |
| 3Y | +262.1% | +42.2% | +219.9% | +215.4% |
| 5Y | +283.1% | -14.2% | +297.3% | +285.9% |
| All | +883.4% | +14.3% | +869.1% | +774.4% |
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