+260.3%
STT vs TCOM
-10.5%
+270.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | 0.0% |
| 7D | -1.4% | -6.5% | +5.2% | 0.0% |
| 30D | +2.2% | -16.2% | +18.4% | +5.8% |
| 3M | +18.8% | -19.3% | +38.1% | +23.6% |
| 6M | +57.9% | -27.2% | +85.2% | +67.7% |
| YTD | +51.0% | -46.2% | +97.2% | +69.7% |
| 1Y | +77.1% | -46.6% | +123.8% | +99.3% |
| 3Y | +199.8% | +8.4% | +191.5% | +174.3% |
| 5Y | +156.0% | +25.8% | +130.1% | +111.2% |
| All | +260.3% | -10.5% | +270.9% | +196.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling