+131.2%
TLT vs APH
+15,802.3%
-15,671.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.3% |
| 7D | -0.4% | +5.0% | -5.4% | +0.1% |
| 30D | -0.6% | -3.9% | +3.3% | -0.9% |
| 3M | -2.7% | +13.0% | -15.7% | -1.2% |
| 6M | -5.6% | +25.2% | -30.8% | -2.8% |
| YTD | -2.8% | +22.9% | -25.7% | +0.3% |
| 1Y | -1.4% | +47.8% | -49.3% | +4.1% |
| 3Y | -1.6% | +283.0% | -284.6% | +18.1% |
| 5Y | -33.8% | +349.7% | -383.5% | -18.3% |
| 10Y | -21.1% | +1,061.2% | -1,082.4% | +14.2% |
| All | +131.2% | +15,802.3% | -15,671.1% | +393.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling