+7,301.3%
STRL vs TCOM
-12.7%
+7,314.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.8% |
| 7D | +8.2% | -10.2% | +18.4% | +10.5% |
| 30D | -6.3% | -16.8% | +10.5% | -3.0% |
| 3M | -41.2% | -16.7% | -24.5% | -39.5% |
| 6M | +20.4% | -27.1% | +47.4% | +27.4% |
| YTD | +61.7% | -45.5% | +107.2% | +80.6% |
| 1Y | +72.7% | -45.9% | +118.6% | +93.2% |
| 3Y | +530.9% | +9.8% | +521.2% | +479.8% |
| 5Y | +2,125.4% | +23.8% | +2,101.6% | +1,756.2% |
| 10Y | +7,301.3% | -10.8% | +7,312.1% | +6,148.0% |
| All | +7,301.3% | -12.7% | +7,314.0% | +6,148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling