-25.9%
STRL vs TCOM
-39.6%
+13.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.2% | -24.6% | -21.1% |
| 7D | -27.1% | +10.7% | -37.7% | -26.3% |
| 30D | -45.8% | +10.1% | -55.9% | -45.3% |
| 3M | -47.6% | -8.9% | -38.8% | -47.0% |
| 6M | -46.4% | -19.2% | -27.3% | -43.9% |
| YTD | -7.4% | -40.6% | +33.3% | -4.2% |
| 1Y | -25.9% | -39.0% | +13.2% | -24.1% |
| All | -25.9% | -39.6% | +13.8% | -24.1% |
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 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