+100.8%
STM vs TCOM
-45.6%
+146.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.7% |
| 7D | +1.7% | -10.2% | +11.8% | +1.9% |
| 30D | -5.2% | -16.8% | +11.7% | -4.6% |
| 3M | -29.6% | -16.7% | -12.9% | -28.6% |
| 6M | +54.4% | -27.1% | +81.4% | +60.8% |
| YTD | +99.5% | -45.5% | +145.0% | +118.1% |
| 1Y | +100.8% | -45.9% | +146.6% | +119.3% |
| All | +100.8% | -45.6% | +146.3% | +119.3% |
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