+5,691.2%
STRL vs TCOM
+2,902.5%
+2,788.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -19.8% | +6.5% | -26.3% | -20.9% |
| 30D | -43.6% | +13.3% | -56.9% | -45.1% |
| 3M | -45.2% | -6.5% | -38.8% | -44.9% |
| 6M | -65.7% | -16.3% | -49.4% | -65.0% |
| YTD | -5.4% | -38.7% | +33.3% | +1.9% |
| 1Y | -24.7% | -40.1% | +15.4% | -18.6% |
| 3Y | +335.0% | +30.6% | +304.4% | +292.2% |
| 5Y | +915.3% | +45.8% | +869.5% | +744.8% |
| 10Y | +3,877.5% | +8.1% | +3,869.4% | +3,240.8% |
| All | +5,691.2% | +2,902.5% | +2,788.7% | +2,837.4% |
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