+378.5%
APP vs TCOM
+13.5%
+365.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.2% |
| 7D | +0.1% | -7.6% | +7.7% | +2.8% |
| 30D | -10.0% | -12.2% | +2.2% | -5.9% |
| 3M | -44.6% | -14.2% | -30.4% | -41.9% |
| 6M | -37.9% | -25.0% | -12.9% | -31.8% |
| YTD | -53.7% | -43.7% | -10.0% | -44.1% |
| 1Y | -43.0% | -44.5% | +1.6% | -30.7% |
| 3Y | +640.8% | +13.4% | +627.3% | +566.4% |
| 5Y | +358.8% | +26.5% | +332.4% | +268.5% |
| All | +378.5% | +13.5% | +365.0% | +328.4% |
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