+103,298.6%
AAPL vs TCOM
+2,658.7%
+100,639.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -2.7% | -7.6% | +4.9% | -1.4% |
| 30D | +1.0% | -12.2% | +13.2% | +3.3% |
| 3M | +5.0% | -14.2% | +19.2% | +7.6% |
| 6M | +23.0% | -25.0% | +48.0% | +29.0% |
| YTD | +16.6% | -43.7% | +60.3% | +28.0% |
| 1Y | +33.4% | -44.5% | +78.0% | +46.6% |
| 3Y | +79.9% | +13.4% | +66.4% | +68.5% |
| 5Y | +109.0% | +26.5% | +82.5% | +81.8% |
| 10Y | +1,210.4% | -10.3% | +1,220.7% | +1,052.9% |
| All | +103,298.6% | +2,658.7% | +100,639.9% | +48,172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 all: compounded portfolio wealth divided by compounded TCOM 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…
all analysis · Full analysis span regression · 6 months rolling