-26.3%
APH vs TCOM
-42.5%
+16.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -8.1% | -39.7% | -44.2% |
| 7D | -48.7% | -8.0% | -40.7% | -45.2% |
| 30D | -51.9% | -10.7% | -41.2% | -48.4% |
| 3M | -43.6% | -14.6% | -28.9% | -38.8% |
| 6M | -37.5% | -19.3% | -18.2% | -31.3% |
| YTD | -38.6% | -42.9% | +4.3% | -28.7% |
| 1Y | -26.3% | -43.8% | +17.5% | -14.4% |
| All | -26.3% | -42.5% | +16.2% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling