+930.0%
APH vs TT
+725.1%
+204.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.8% |
| 7D | +4.9% | +4.0% | +0.8% | +2.4% |
| 30D | -5.4% | -11.3% | +5.9% | +2.2% |
| 3M | -5.5% | -12.3% | +6.8% | +3.0% |
| 6M | +25.9% | -10.8% | +36.8% | +35.5% |
| YTD | +16.4% | +8.2% | +8.2% | +10.6% |
| 1Y | +16.5% | +1.5% | +15.0% | +15.2% |
| 3Y | +270.9% | +91.5% | +179.4% | +147.9% |
| 5Y | +289.5% | +130.2% | +159.3% | +126.4% |
| All | +930.0% | +725.1% | +204.9% | +196.3% |
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