+9,908.5%
APH vs TCOM
+2,694.8%
+7,213.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +5.0% | -9.5% | +14.5% | +7.0% |
| 30D | -3.9% | -10.7% | +6.8% | -1.9% |
| 3M | +13.0% | -14.6% | +27.6% | +15.9% |
| 6M | +25.2% | -19.3% | +44.5% | +29.7% |
| YTD | +22.9% | -42.9% | +65.9% | +35.9% |
| 1Y | +47.8% | -43.8% | +91.6% | +63.7% |
| 3Y | +283.0% | +2.1% | +280.9% | +264.4% |
| 5Y | +349.7% | +31.2% | +318.4% | +281.6% |
| 10Y | +1,061.2% | -13.9% | +1,075.2% | +913.0% |
| All | +9,908.5% | +2,694.8% | +7,213.7% | +4,163.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling