+181.4%
STM vs TCOM
+2,902.5%
-2,721.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -7.9% | +6.5% | -14.4% | -9.5% |
| 30D | -14.1% | +13.3% | -27.5% | -17.0% |
| 3M | -17.6% | -6.5% | -11.2% | -16.7% |
| 6M | -24.2% | -16.3% | -7.9% | -21.9% |
| YTD | +73.3% | -38.7% | +112.0% | +91.8% |
| 1Y | +90.1% | -40.1% | +130.2% | +111.7% |
| 3Y | +10.3% | +30.6% | -20.3% | -2.6% |
| 5Y | -5.7% | +45.8% | -51.5% | -24.0% |
| 10Y | +444.1% | +8.1% | +436.0% | +352.2% |
| All | +181.4% | +2,902.5% | -2,721.1% | +21.4% |
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 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