+1,058.2%
APD vs TCOM
+2,902.5%
-1,844.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.2% | +6.5% | -6.8% | -1.2% |
| 30D | +11.0% | +13.3% | -2.3% | +8.9% |
| 3M | +2.0% | -6.5% | +8.4% | +2.9% |
| 6M | +7.1% | -16.3% | +23.4% | +9.5% |
| YTD | +29.8% | -38.7% | +68.5% | +38.3% |
| 1Y | +24.0% | -40.1% | +64.2% | +32.6% |
| 3Y | +27.2% | +30.6% | -3.5% | +17.3% |
| 5Y | +12.8% | +45.8% | -33.0% | -2.9% |
| 10Y | +185.0% | +8.1% | +176.9% | +143.7% |
| All | +1,058.2% | +2,902.5% | -1,844.3% | +481.6% |
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