+539.9%
STRL vs TCOM
+13.4%
+526.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.4% |
| 7D | +10.1% | -7.6% | +17.7% | +11.0% |
| 30D | -8.2% | -12.2% | +4.0% | -7.1% |
| 3M | -43.7% | -14.2% | -29.5% | -42.9% |
| 6M | +27.1% | -25.0% | +52.1% | +31.2% |
| YTD | +64.0% | -43.7% | +107.7% | +74.6% |
| 1Y | +75.2% | -44.5% | +119.7% | +86.8% |
| 3Y | +539.9% | +13.4% | +526.5% | +494.8% |
| All | +539.9% | +13.4% | +526.5% | +494.8% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling