+42.9%
APA vs TCOM
+26.8%
+16.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.6% |
| 7D | +5.1% | +2.2% | +2.9% | +4.9% |
| 30D | +0.3% | +12.5% | -12.2% | -0.5% |
| 3M | +15.6% | -5.6% | +21.3% | +16.2% |
| 6M | +28.9% | -16.5% | +45.4% | +30.6% |
| YTD | +96.6% | -39.4% | +135.9% | +104.6% |
| 1Y | +95.5% | -41.0% | +136.5% | +104.2% |
| All | +42.9% | +26.8% | +16.1% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling