+4,556.2%
APH vs TCOM
+2,694.8%
+1,861.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -8.1% | -39.7% | -46.1% |
| 7D | -48.7% | -8.0% | -40.7% | -47.1% |
| 30D | -51.9% | -10.7% | -41.2% | -50.2% |
| 3M | -43.6% | -14.6% | -28.9% | -41.2% |
| 6M | -37.5% | -19.3% | -18.2% | -34.3% |
| YTD | -38.6% | -42.9% | +4.3% | -31.1% |
| 1Y | -26.3% | -43.8% | +17.5% | -17.1% |
| 3Y | +89.2% | +2.1% | +87.1% | +82.8% |
| 5Y | +119.8% | +31.2% | +88.6% | +89.4% |
| 10Y | +454.3% | -13.9% | +468.2% | +391.0% |
| All | +4,556.2% | +2,694.8% | +1,861.4% | +1,914.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling