+871.6%
APH vs TCOM
+4.3%
+867.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.9% |
| 7D | -5.9% | +12.1% | -18.0% | -8.0% |
| 30D | -14.8% | +16.5% | -31.3% | -17.3% |
| 3M | -12.4% | -4.0% | -8.4% | -12.1% |
| 6M | +8.1% | -18.5% | +26.6% | +11.5% |
| YTD | +10.9% | -38.3% | +49.2% | +20.3% |
| 1Y | +8.8% | -36.6% | +45.4% | +17.3% |
| 3Y | +262.1% | +31.1% | +230.9% | +227.4% |
| 5Y | +283.1% | +47.6% | +235.6% | +218.3% |
| All | +871.6% | +4.3% | +867.3% | +696.1% |
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