+333.0%
APP vs TCOM
+30.8%
+302.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +0.9% | -9.5% | +10.4% | +4.4% |
| 30D | -23.3% | -10.7% | -12.5% | -20.3% |
| 3M | -42.6% | -14.6% | -28.0% | -39.8% |
| 6M | -33.6% | -19.3% | -14.3% | -29.0% |
| YTD | -52.4% | -42.9% | -9.5% | -42.9% |
| 1Y | -35.9% | -43.8% | +7.9% | -22.6% |
| 3Y | +642.2% | +2.1% | +640.1% | +593.5% |
| All | +333.0% | +30.8% | +302.2% | +235.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling