+908.2%
APO vs TCOM
-10.5%
+918.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.0% |
| 7D | -4.9% | -6.5% | +1.6% | -3.2% |
| 30D | -8.4% | -16.2% | +7.8% | -4.2% |
| 3M | -2.1% | -19.3% | +17.3% | +3.0% |
| 6M | +19.2% | -27.2% | +46.5% | +28.8% |
| YTD | -10.5% | -46.2% | +35.7% | +3.8% |
| 1Y | -2.7% | -46.6% | +43.9% | +13.0% |
| 3Y | +52.5% | +8.4% | +44.1% | +39.1% |
| 5Y | +132.1% | +25.8% | +106.3% | +87.8% |
| All | +908.2% | -10.5% | +918.8% | +690.6% |
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