+52.0%
STT vs TCOM
-39.6%
+91.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +2.1% |
| 7D | -0.1% | +10.7% | -10.8% | -0.4% |
| 30D | -1.7% | +10.1% | -11.7% | -2.0% |
| 3M | -6.4% | -8.9% | +2.5% | -5.6% |
| 6M | +17.7% | -19.2% | +36.9% | +20.3% |
| YTD | +36.9% | -40.6% | +77.5% | +39.7% |
| 1Y | +52.0% | -39.0% | +91.1% | +53.6% |
| All | +52.0% | -39.6% | +91.7% | +53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling