+268.0%
APH vs TT
+128.8%
+139.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -6.4% |
| 7D | -12.7% | -9.0% | -3.7% | -7.0% |
| 30D | -19.2% | -17.6% | -1.5% | -8.2% |
| 3M | -16.7% | -18.7% | +2.0% | -4.5% |
| 6M | +5.1% | -17.4% | +22.6% | +18.9% |
| YTD | +6.6% | +1.5% | +5.0% | +5.2% |
| 1Y | +3.9% | -9.4% | +13.3% | +10.3% |
| 3Y | +246.0% | +85.1% | +161.0% | +135.5% |
| 5Y | +268.0% | +125.7% | +142.2% | +107.1% |
| All | +268.0% | +128.8% | +139.2% | +107.1% |
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 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