+60.4%
APA vs TCOM
+2,694.8%
-2,634.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | +0.5% | -9.5% | +10.1% | +3.0% |
| 30D | +23.4% | -10.7% | +34.1% | +26.9% |
| 3M | +12.7% | -14.6% | +27.3% | +16.6% |
| 6M | +39.4% | -19.3% | +58.7% | +45.5% |
| YTD | +79.0% | -42.9% | +121.9% | +101.8% |
| 1Y | +88.8% | -43.8% | +132.6% | +113.5% |
| 3Y | +6.4% | +2.1% | +4.3% | -1.8% |
| 5Y | +153.0% | +31.2% | +121.8% | +102.5% |
| 10Y | +7.5% | -13.9% | +21.5% | -6.0% |
| All | +60.4% | +2,694.8% | -2,634.4% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling