+75.2%
STRL vs TCOM
-43.8%
+118.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.3% |
| 7D | +10.1% | -7.6% | +17.7% | +10.9% |
| 30D | -8.2% | -12.2% | +4.0% | -7.1% |
| 3M | -43.7% | -14.2% | -29.5% | -42.4% |
| 6M | +27.1% | -25.0% | +52.1% | +35.3% |
| YTD | +64.0% | -43.7% | +107.7% | +79.2% |
| All | +75.2% | -43.8% | +118.9% | +90.6% |
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