+1,059.7%
APH vs TT
+887.4%
+172.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.5% |
| 7D | +5.0% | -0.2% | +5.2% | +5.1% |
| 30D | -3.9% | -7.4% | +3.5% | +0.8% |
| 3M | +13.0% | -3.2% | +16.2% | +15.1% |
| 6M | +25.2% | +1.1% | +24.0% | +23.9% |
| YTD | +22.9% | +15.6% | +7.3% | +11.8% |
| 1Y | +47.8% | +9.2% | +38.7% | +38.7% |
| 3Y | +283.0% | +124.4% | +158.6% | +131.2% |
| 5Y | +349.7% | +138.0% | +211.6% | +156.0% |
| All | +1,059.7% | +887.4% | +172.4% | +205.1% |
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