+162.7%
STM vs TCOM
+2,922.3%
-2,759.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.2% | +4.1% |
| 7D | -10.7% | +12.1% | -22.8% | -13.4% |
| 30D | -25.7% | +16.5% | -42.2% | -28.7% |
| 3M | -21.6% | -4.0% | -17.5% | -21.2% |
| 6M | -27.8% | -18.5% | -9.3% | -25.0% |
| YTD | +61.8% | -38.3% | +100.1% | +78.8% |
| 1Y | +78.1% | -36.6% | +114.7% | +95.4% |
| 3Y | +4.9% | +31.1% | -26.2% | -7.4% |
| 5Y | -14.3% | +47.6% | -61.8% | -31.0% |
| 10Y | +414.1% | +5.1% | +409.0% | +329.9% |
| All | +162.7% | +2,922.3% | -2,759.6% | +13.2% |
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