+644.6%
STM vs TCOM
-10.5%
+655.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -1.1% | -6.5% | +5.5% | +1.0% |
| 30D | -7.8% | -16.2% | +8.4% | -2.8% |
| 3M | -28.2% | -19.3% | -8.9% | -24.1% |
| 6M | +52.0% | -27.2% | +79.2% | +65.8% |
| YTD | +96.4% | -46.2% | +142.6% | +134.0% |
| 1Y | +98.8% | -46.6% | +145.4% | +137.4% |
| 3Y | +18.3% | +8.4% | +9.9% | +5.5% |
| 5Y | +17.7% | +25.8% | -8.1% | -9.2% |
| All | +644.6% | -10.5% | +655.1% | +513.4% |
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 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