+519.9%
STRL vs TCOM
+14.9%
+505.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +5.8% |
| 7D | +3.4% | -9.5% | +12.9% | +4.4% |
| 30D | -9.2% | -10.7% | +1.5% | -8.3% |
| 3M | -51.0% | -14.6% | -36.4% | -50.3% |
| 6M | +15.8% | -19.3% | +35.1% | +18.5% |
| YTD | +58.9% | -42.9% | +101.8% | +68.9% |
| 1Y | +68.5% | -43.8% | +112.3% | +79.5% |
| All | +519.9% | +14.9% | +505.0% | +475.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling