+4,956.4%
STRL vs TCOM
+2,922.3%
+2,034.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | -26.9% | +12.1% | -39.0% | -28.6% |
| 30D | -52.7% | +16.5% | -69.2% | -54.2% |
| 3M | -52.8% | -4.0% | -48.8% | -52.8% |
| 6M | -71.5% | -18.5% | -53.0% | -70.7% |
| YTD | -17.4% | -38.3% | +20.9% | -11.1% |
| 1Y | -35.0% | -36.6% | +1.7% | -30.4% |
| 3Y | +239.2% | +31.1% | +208.1% | +205.8% |
| 5Y | +830.2% | +47.6% | +782.6% | +672.4% |
| 10Y | +3,574.7% | +5.1% | +3,569.7% | +2,999.9% |
| All | +4,956.4% | +2,922.3% | +2,034.1% | +2,462.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling