+22.5%
STM vs TCOM
+26.3%
-3.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +5.2% | -7.6% | +12.8% | +7.1% |
| 30D | -7.4% | -12.2% | +4.9% | -4.6% |
| 3M | -30.6% | -14.2% | -16.4% | -28.7% |
| 6M | +66.4% | -25.0% | +91.4% | +76.9% |
| YTD | +101.1% | -43.7% | +144.8% | +128.5% |
| 1Y | +97.4% | -44.5% | +141.9% | +125.1% |
| 3Y | +21.1% | +13.4% | +7.7% | +10.5% |
| 5Y | +22.5% | +26.5% | -4.0% | -0.1% |
| All | +22.5% | +26.3% | -3.8% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling