-39.7%
STLA vs TCOM
-46.8%
+7.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -3.8% | -6.5% | +2.7% | -2.7% |
| 30D | -3.1% | -16.2% | +13.1% | -0.1% |
| 3M | -19.6% | -19.3% | -0.3% | -16.9% |
| 6M | -23.5% | -27.2% | +3.8% | -20.1% |
| YTD | -51.5% | -46.2% | -5.3% | -48.0% |
| 1Y | -39.7% | -46.6% | +7.0% | -34.8% |
| All | -39.7% | -46.8% | +7.2% | -34.8% |
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