+784.6%
STRL vs TCOM
+44.6%
+740.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.3% |
| 7D | -26.9% | +12.1% | -39.0% | -28.0% |
| 30D | -52.7% | +16.5% | -69.2% | -53.6% |
| 3M | -52.8% | -4.0% | -48.8% | -52.7% |
| 6M | -71.5% | -18.5% | -53.0% | -70.8% |
| YTD | -17.4% | -38.3% | +20.9% | -12.7% |
| 1Y | -35.0% | -36.6% | +1.7% | -31.6% |
| 3Y | +239.2% | +31.1% | +208.1% | +214.7% |
| All | +784.6% | +44.6% | +740.0% | +688.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling