+355.9%
APH vs TCOM
+30.8%
+325.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | +13.0% | -14.6% | +27.6% | +15.1% |
| 6M | +25.2% | -19.3% | +44.5% | +28.5% |
| YTD | +22.9% | -42.9% | +65.9% | +32.4% |
| 1Y | +47.8% | -43.8% | +91.6% | +59.4% |
| 3Y | +283.0% | +2.1% | +280.9% | +272.4% |
| All | +355.9% | +30.8% | +325.1% | +311.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling