+50.9%
STLA vs TCOM
-9.8%
+60.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.0% |
| 7D | -2.9% | -4.9% | +2.0% | -1.5% |
| 30D | +0.9% | -14.4% | +15.3% | +5.4% |
| 3M | -21.6% | -17.7% | -4.0% | -17.5% |
| 6M | -21.6% | -25.1% | +3.5% | -15.4% |
| YTD | -50.4% | -45.7% | -4.7% | -42.1% |
| 1Y | -43.6% | -47.9% | +4.3% | -33.4% |
| 3Y | -66.4% | +8.9% | -75.4% | -69.2% |
| 5Y | -62.3% | +26.9% | -89.2% | -69.5% |
| All | +50.9% | -9.8% | +60.7% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling