+26.1%
APD vs TCOM
+26.3%
-0.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -2.5% | -7.6% | +5.1% | -1.9% |
| 30D | -1.9% | -12.2% | +10.3% | -0.9% |
| 3M | +8.2% | -14.2% | +22.4% | +9.4% |
| 6M | +10.7% | -25.0% | +35.7% | +13.2% |
| YTD | +22.9% | -43.7% | +66.6% | +28.4% |
| 1Y | +5.8% | -44.5% | +50.3% | +10.6% |
| 3Y | +7.8% | +13.4% | -5.7% | +4.7% |
| 5Y | +26.1% | +26.5% | -0.4% | +18.9% |
| All | +26.1% | +26.3% | -0.2% | +18.9% |
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