+26.6%
APD vs TCOM
+31.7%
-5.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.1% |
| 7D | -1.6% | +7.4% | -9.0% | -2.1% |
| 30D | +10.6% | +13.2% | -2.6% | +9.6% |
| 3M | +2.5% | -4.6% | +7.1% | +2.8% |
| 6M | +6.0% | -16.4% | +22.4% | +7.0% |
| YTD | +28.4% | -38.8% | +67.2% | +32.4% |
| 1Y | +22.2% | -37.3% | +59.5% | +25.7% |
| 3Y | +26.6% | +31.4% | -4.9% | +29.1% |
| All | +26.6% | +31.7% | -5.1% | +29.1% |
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