+465.1%
STM vs TCOM
+5.9%
+459.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +12.0% | -1.8% | +13.8% | +12.6% |
| 30D | -0.4% | +12.1% | -12.5% | -4.2% |
| 3M | -13.2% | -3.2% | -10.0% | -12.9% |
| 6M | -26.1% | -16.6% | -9.4% | -23.0% |
| YTD | +81.2% | -39.4% | +120.6% | +107.1% |
| 1Y | +98.3% | -41.5% | +139.8% | +129.3% |
| 3Y | +16.7% | +24.4% | -7.6% | -0.7% |
| 5Y | -4.8% | +41.6% | -46.4% | -29.3% |
| All | +465.1% | +5.9% | +459.2% | +365.7% |
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