+228.3%
STM vs TCOM
+2,694.8%
-2,466.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +5.8% | -9.5% | +15.3% | +8.4% |
| 30D | -1.0% | -10.7% | +9.7% | +1.6% |
| 3M | -33.3% | -14.6% | -18.6% | -31.2% |
| 6M | +57.4% | -19.3% | +76.7% | +64.2% |
| YTD | +102.2% | -42.9% | +145.1% | +128.7% |
| 1Y | +99.6% | -43.8% | +143.4% | +126.6% |
| 3Y | +14.5% | +2.1% | +12.4% | +7.9% |
| 5Y | +21.4% | +31.2% | -9.8% | +0.6% |
| 10Y | +695.0% | -13.9% | +708.9% | +597.6% |
| All | +228.3% | +2,694.8% | -2,466.4% | +44.8% |
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