+1,046.4%
APD vs TCOM
+2,899.8%
-1,853.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.2% |
| 7D | -1.6% | +7.4% | -9.0% | -2.6% |
| 30D | +10.6% | +13.2% | -2.6% | +8.5% |
| 3M | +2.5% | -4.6% | +7.1% | +3.1% |
| 6M | +6.0% | -16.4% | +22.4% | +8.4% |
| YTD | +28.4% | -38.8% | +67.2% | +36.9% |
| 1Y | +22.2% | -37.3% | +59.5% | +29.7% |
| 3Y | +26.6% | +31.4% | -4.9% | +16.7% |
| 5Y | +11.8% | +45.5% | -33.8% | -3.7% |
| 10Y | +187.8% | +4.6% | +183.1% | +147.3% |
| All | +1,046.4% | +2,899.8% | -1,853.4% | +475.7% |
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