+119,301.1%
APH vs TSN
+629.3%
+118,671.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.3% |
| 7D | -5.9% | +4.6% | -10.6% | -6.9% |
| 30D | -14.8% | +15.4% | -30.2% | -17.5% |
| 3M | -12.4% | +2.9% | -15.3% | -13.3% |
| 6M | +8.1% | -10.8% | +18.9% | +9.7% |
| YTD | +10.9% | +4.5% | +6.5% | +8.7% |
| 1Y | +8.8% | +19.5% | -10.7% | +3.4% |
| 3Y | +262.1% | +42.2% | +219.9% | +226.1% |
| 5Y | +283.1% | -14.2% | +297.3% | +282.3% |
| 10Y | +908.1% | +15.4% | +892.7% | +816.0% |
| All | +119,301.1% | +629.3% | +118,671.9% | +65,235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling