+167.7%
APA vs TCOM
+30.1%
+137.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | -1.7% | -7.6% | +5.9% | -0.6% |
| 30D | +15.7% | -12.2% | +28.0% | +17.9% |
| 3M | +16.5% | -14.2% | +30.7% | +18.7% |
| 6M | +35.1% | -25.0% | +60.1% | +40.1% |
| YTD | +82.2% | -43.7% | +125.9% | +96.5% |
| 1Y | +102.5% | -44.5% | +147.0% | +118.8% |
| 3Y | +10.3% | +13.4% | -3.1% | +2.6% |
| All | +167.7% | +30.1% | +137.6% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling