+122.9%
APH vs TT
+140.2%
-17.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.8% | -48.6% | -48.3% |
| 7D | -48.7% | -1.4% | -47.3% | -48.5% |
| 30D | -51.9% | -7.4% | -44.6% | -49.7% |
| 3M | -43.6% | -3.2% | -40.4% | -42.7% |
| 6M | -37.5% | +1.1% | -38.6% | -38.5% |
| YTD | -38.6% | +15.6% | -54.3% | -44.7% |
| 1Y | -26.3% | +9.2% | -35.5% | -31.4% |
| 3Y | +89.2% | +124.4% | -35.2% | +12.8% |
| All | +122.9% | +140.2% | -17.3% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling