-37.1%
APP vs TCOM
-39.5%
+2.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.2% |
| 7D | +79.2% | +7.4% | +71.7% | +74.3% |
| 30D | +48.0% | +13.2% | +34.8% | +40.9% |
| 3M | +18.2% | -4.6% | +22.8% | +20.6% |
| 6M | -12.5% | -16.4% | +3.9% | -5.9% |
| YTD | -39.2% | -38.8% | -0.4% | -24.2% |
| All | -37.1% | -39.5% | +2.5% | -20.5% |
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