+887.9%
APP vs TCOM
+26.7%
+861.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.1% | +3.6% |
| 7D | +4.6% | -1.8% | +6.4% | +5.2% |
| 30D | +56.0% | +12.1% | +43.9% | +50.7% |
| 3M | +30.8% | -3.2% | +34.0% | +32.3% |
| 6M | -9.8% | -16.6% | +6.8% | -4.9% |
| YTD | -39.3% | -39.4% | +0.1% | -29.6% |
| 1Y | -26.4% | -41.5% | +15.1% | -13.9% |
| 3Y | +887.9% | +24.4% | +863.6% | +843.1% |
| All | +887.9% | +26.7% | +861.2% | +843.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling