-65.6%
STLA vs TCOM
+13.4%
-79.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.8% |
| 7D | +0.7% | -7.6% | +8.4% | +2.6% |
| 30D | -2.4% | -12.2% | +9.9% | +0.7% |
| 3M | -23.9% | -14.2% | -9.7% | -21.3% |
| 6M | -24.6% | -25.0% | +0.4% | -19.7% |
| YTD | -50.5% | -43.7% | -6.8% | -44.1% |
| 1Y | -39.8% | -44.5% | +4.7% | -31.7% |
| 3Y | -65.6% | +13.4% | -79.0% | -65.4% |
| All | -65.6% | +13.4% | -79.0% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling