+1,041.3%
APH vs TCOM
-9.7%
+1,051.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | +0.2% | -7.6% | +7.8% | +1.7% |
| 30D | -3.3% | -12.2% | +8.9% | -1.1% |
| 3M | +14.0% | -14.2% | +28.3% | +16.8% |
| 6M | +24.4% | -25.0% | +49.4% | +30.7% |
| YTD | +21.4% | -43.7% | +65.1% | +34.3% |
| 1Y | +48.9% | -44.5% | +93.5% | +65.0% |
| 3Y | +290.1% | +13.4% | +276.7% | +263.1% |
| 5Y | +352.8% | +26.5% | +326.3% | +288.6% |
| 10Y | +1,041.3% | -10.3% | +1,051.5% | +857.5% |
| All | +1,041.3% | -9.7% | +1,051.0% | +857.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling