+6.1%
APA vs TCOM
+5.9%
+0.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.4% |
| 7D | +8.5% | -1.8% | +10.3% | +9.1% |
| 30D | +2.8% | +12.1% | -9.3% | -1.0% |
| 3M | +21.7% | -3.2% | +24.9% | +22.3% |
| 6M | +32.6% | -16.6% | +49.3% | +38.6% |
| YTD | +103.7% | -39.4% | +143.1% | +131.3% |
| 1Y | +101.8% | -41.5% | +143.3% | +131.9% |
| 3Y | +48.1% | +24.4% | +23.7% | +21.5% |
| 5Y | +91.9% | +41.6% | +50.3% | +33.3% |
| All | +6.1% | +5.9% | +0.3% | -22.8% |
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