-45.3%
APP vs TCOM
-45.6%
+0.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -0.7% |
| 7D | -4.4% | -10.2% | +5.8% | +0.6% |
| 30D | -10.0% | -16.8% | +6.8% | -1.7% |
| 3M | -41.4% | -16.7% | -24.7% | -36.6% |
| 6M | -41.0% | -27.1% | -13.9% | -31.3% |
| YTD | -54.7% | -45.5% | -9.2% | -39.5% |
| 1Y | -45.3% | -45.9% | +0.5% | -26.3% |
| All | -45.3% | -45.6% | +0.2% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling