-24.7%
STRL vs TCOM
-39.5%
+14.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -19.8% | +6.5% | -26.3% | -18.9% |
| 30D | -43.6% | +13.3% | -56.9% | -42.6% |
| 3M | -45.2% | -6.5% | -38.8% | -44.3% |
| 6M | -65.7% | -16.3% | -49.4% | -64.0% |
| YTD | -5.4% | -38.7% | +33.3% | -2.1% |
| 1Y | -24.7% | -40.1% | +15.4% | -21.1% |
| All | -24.7% | -39.5% | +14.8% | -21.1% |
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