+1,010.2%
APD vs TCOM
+2,694.8%
-1,684.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.2% | -9.5% | +7.3% | -0.8% |
| 30D | +2.1% | -10.7% | +12.8% | +3.8% |
| 3M | +7.2% | -14.6% | +21.8% | +9.4% |
| 6M | +11.2% | -19.3% | +30.6% | +14.4% |
| YTD | +24.4% | -42.9% | +67.3% | +34.1% |
| 1Y | +6.7% | -43.8% | +50.5% | +15.2% |
| 3Y | +9.2% | +2.1% | +7.1% | +4.7% |
| 5Y | +27.4% | +31.2% | -3.9% | +11.4% |
| 10Y | +164.8% | -13.9% | +178.8% | +134.9% |
| All | +1,010.2% | +2,694.8% | -1,684.5% | +464.0% |
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