+101.4%
APA vs TCOM
-46.9%
+148.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.5% |
| 7D | +4.6% | -4.9% | +9.5% | +4.3% |
| 30D | +11.9% | -14.4% | +26.3% | +10.9% |
| 3M | +22.5% | -17.7% | +40.1% | +21.3% |
| 6M | +37.5% | -25.1% | +62.6% | +35.4% |
| YTD | +87.2% | -45.7% | +132.9% | +79.5% |
| 1Y | +101.4% | -47.9% | +149.3% | +94.0% |
| All | +101.4% | -46.9% | +148.3% | +94.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling