+391.7%
APP vs TCOM
+15.0%
+376.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.7% |
| 6M | -33.6% | -19.3% | -14.3% | -29.0% |
| YTD | -52.4% | -42.9% | -9.5% | -42.8% |
| 1Y | -35.9% | -43.8% | +7.9% | -22.5% |
| 3Y | +642.2% | +2.1% | +640.1% | +592.8% |
| 5Y | +311.1% | +31.2% | +279.9% | +225.5% |
| All | +391.7% | +15.0% | +376.7% | +338.2% |
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