+528.8%
APP vs TCOM
+23.4%
+505.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.1% |
| 7D | +79.2% | +7.4% | +71.7% | +75.3% |
| 30D | +48.0% | +13.2% | +34.8% | +42.0% |
| 3M | +18.2% | -4.6% | +22.8% | +20.2% |
| 6M | -12.5% | -16.4% | +3.9% | -7.4% |
| YTD | -39.2% | -38.8% | -0.4% | -28.5% |
| 1Y | -33.9% | -37.3% | +3.5% | -23.0% |
| 3Y | +933.3% | +31.4% | +901.8% | +784.6% |
| 5Y | +295.9% | +45.5% | +250.3% | +203.9% |
| All | +528.8% | +23.4% | +505.4% | +447.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling