+2,022.6%
STRL vs TCOM
+30.8%
+1,991.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +5.9% |
| 7D | +3.4% | -9.5% | +12.9% | +4.7% |
| 30D | -9.2% | -10.7% | +1.5% | -8.0% |
| 3M | -51.0% | -14.6% | -36.4% | -50.2% |
| 6M | +15.8% | -19.3% | +35.1% | +18.6% |
| YTD | +58.9% | -42.9% | +101.8% | +69.8% |
| 1Y | +68.5% | -43.8% | +112.3% | +80.5% |
| 3Y | +485.2% | +2.1% | +483.1% | +462.7% |
| All | +2,022.6% | +30.8% | +1,991.8% | +1,804.5% |
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 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