+179.9%
APTV vs TCOM
+202.0%
-22.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.3% |
| 7D | +2.0% | -7.6% | +9.6% | +4.0% |
| 30D | -7.7% | -12.2% | +4.5% | -4.6% |
| 3M | -34.0% | -14.2% | -19.8% | -31.8% |
| 6M | -37.1% | -25.0% | -12.1% | -32.7% |
| YTD | -39.9% | -43.7% | +3.8% | -31.1% |
| 1Y | -44.4% | -44.5% | +0.1% | -36.1% |
| 3Y | -54.5% | +13.4% | -67.9% | -58.6% |
| 5Y | -69.1% | +26.5% | -95.6% | -74.4% |
| 10Y | -20.0% | -10.3% | -9.7% | -33.0% |
| All | +179.9% | +202.0% | -22.1% | +96.7% |
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