+944.2%
APH vs TT
+748.9%
+195.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.4% |
| 7D | +0.4% | +3.5% | -3.1% | -1.5% |
| 30D | -8.0% | -11.0% | +3.1% | -0.8% |
| 3M | -5.0% | -12.0% | +7.0% | +3.2% |
| 6M | +29.9% | -10.4% | +40.3% | +39.3% |
| YTD | +18.0% | +9.9% | +8.0% | +11.0% |
| 1Y | +11.3% | +1.5% | +9.9% | +10.1% |
| 3Y | +274.9% | +93.7% | +181.2% | +148.8% |
| 5Y | +300.6% | +139.2% | +161.4% | +127.4% |
| 10Y | +944.2% | +741.5% | +202.7% | +198.4% |
| All | +944.2% | +748.9% | +195.3% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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