-4.1%
APA vs TCOM
-10.5%
+6.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +0.8% | -6.5% | +7.3% | +2.8% |
| 30D | +9.6% | -16.2% | +25.9% | +15.6% |
| 3M | +18.0% | -19.3% | +37.3% | +25.2% |
| 6M | +41.9% | -27.2% | +69.1% | +54.3% |
| YTD | +86.3% | -46.2% | +132.5% | +120.4% |
| 1Y | +97.9% | -46.6% | +144.5% | +134.3% |
| 3Y | +12.8% | +8.4% | +4.4% | -3.4% |
| 5Y | +177.2% | +25.8% | +151.4% | +99.2% |
| All | -4.1% | -10.5% | +6.4% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling