+263.8%
STLA vs TCOM
+121.8%
+142.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +2.6% | -9.5% | +12.1% | +4.8% |
| 30D | -1.2% | -10.7% | +9.5% | +1.2% |
| 3M | -24.8% | -14.6% | -10.1% | -22.3% |
| 6M | -25.6% | -19.3% | -6.2% | -22.2% |
| YTD | -48.9% | -42.9% | -6.0% | -42.9% |
| 1Y | -38.8% | -43.8% | +5.0% | -31.3% |
| 3Y | -64.5% | +2.1% | -66.6% | -66.1% |
| 5Y | -62.4% | +31.2% | -93.7% | -67.9% |
| 10Y | +55.4% | -13.9% | +69.3% | +36.0% |
| All | +263.8% | +121.8% | +142.0% | +181.6% |
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