-37.5%
APH vs TCOM
-20.4%
-17.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -8.1% | -39.7% | -42.5% |
| 7D | -48.7% | -8.0% | -40.7% | -43.5% |
| 30D | -51.9% | -10.7% | -41.2% | -47.1% |
| 3M | -43.6% | -14.6% | -28.9% | -36.8% |
| 6M | -37.5% | -19.3% | -18.2% | -29.2% |
| All | -37.5% | -20.4% | -17.1% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling