-68.8%
APTV vs TCOM
+21.5%
-90.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +3.9% | +3.0% |
| 7D | -1.8% | -6.5% | +4.7% | -0.1% |
| 30D | -7.9% | -16.2% | +8.3% | -3.8% |
| 3M | -29.9% | -19.3% | -10.6% | -26.4% |
| 6M | -36.6% | -27.2% | -9.4% | -31.6% |
| YTD | -40.0% | -46.2% | +6.2% | -30.3% |
| 1Y | -44.0% | -46.6% | +2.6% | -34.9% |
| 3Y | -54.5% | +8.4% | -62.9% | -58.7% |
| 5Y | -68.8% | +25.8% | -94.6% | -75.1% |
| All | -68.8% | +21.5% | -90.3% | -75.1% |
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 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