-52.6%
STLA vs TCOM
-39.6%
-13.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +3.5% |
| 7D | -0.6% | +10.7% | -11.3% | -1.5% |
| 30D | +3.6% | +10.1% | -6.5% | +2.7% |
| 3M | -20.6% | -8.9% | -11.8% | -19.9% |
| 6M | -34.3% | -19.2% | -15.2% | -33.8% |
| YTD | -57.3% | -40.6% | -16.7% | -57.5% |
| 1Y | -52.6% | -39.0% | -13.6% | -53.9% |
| All | -52.6% | -39.6% | -13.0% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling