+291.1%
APH vs TCOM
+13.4%
+277.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +5.0% | -9.5% | +14.5% | +6.4% |
| 30D | -3.9% | -10.7% | +6.8% | -2.5% |
| 3M | +13.0% | -14.6% | +27.6% | +15.2% |
| 6M | +25.2% | -19.3% | +44.5% | +28.7% |
| YTD | +22.9% | -42.9% | +65.9% | +32.8% |
| 1Y | +47.8% | -43.8% | +91.6% | +60.0% |
| All | +291.1% | +13.4% | +277.6% | +289.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling