+137.2%
APTV vs TCOM
+225.0%
-87.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | -1.7% | -1.8% | 0.0% | -1.3% |
| 30D | -11.6% | +12.1% | -23.7% | -14.3% |
| 3M | -21.2% | -3.2% | -18.0% | -20.8% |
| 6M | -28.5% | -16.6% | -11.9% | -25.8% |
| YTD | -49.1% | -39.4% | -9.7% | -42.8% |
| 1Y | -52.2% | -41.5% | -10.7% | -45.8% |
| 3Y | -48.6% | +24.4% | -73.0% | -54.4% |
| 5Y | -77.3% | +41.6% | -118.9% | -81.7% |
| 10Y | -26.9% | +6.5% | -33.4% | -41.0% |
| All | +137.2% | +225.0% | -87.8% | +63.2% |
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