+965.2%
APH vs TCOM
+2.9%
+962.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.9% | +8.3% |
| 7D | +1.1% | +7.4% | -6.4% | -0.3% |
| 30D | -7.5% | +13.2% | -20.7% | -9.8% |
| 3M | -4.4% | -4.6% | +0.1% | -3.9% |
| 6M | +26.5% | -16.4% | +42.9% | +29.8% |
| YTD | +20.0% | -38.8% | +58.8% | +30.3% |
| 1Y | +16.9% | -37.3% | +54.2% | +26.2% |
| 3Y | +288.5% | +31.4% | +257.1% | +251.1% |
| 5Y | +310.3% | +45.5% | +264.8% | +242.0% |
| All | +965.2% | +2.9% | +962.3% | +774.3% |
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