+1,055.9%
APH vs TSN
-11.8%
+1,067.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | +5.0% | -6.3% | +11.3% | +6.4% |
| 30D | -3.9% | -10.8% | +6.9% | -1.5% |
| 3M | +13.0% | -8.8% | +21.7% | +14.6% |
| 6M | +25.2% | -16.8% | +42.0% | +29.4% |
| YTD | +22.9% | -10.0% | +32.9% | +24.5% |
| 1Y | +47.8% | -5.3% | +53.1% | +47.4% |
| 3Y | +283.0% | +8.5% | +274.5% | +259.4% |
| 5Y | +349.7% | -22.9% | +372.6% | +363.2% |
| All | +1,055.9% | -11.8% | +1,067.7% | +993.0% |
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