+200.7%
STT vs TCOM
+13.4%
+187.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +2.2% | -7.6% | +9.8% | +2.9% |
| 30D | +3.9% | -12.2% | +16.1% | +5.1% |
| 3M | +19.2% | -14.2% | +33.4% | +20.6% |
| 6M | +60.4% | -25.0% | +85.4% | +64.4% |
| YTD | +51.5% | -43.7% | +95.1% | +58.9% |
| 1Y | +76.3% | -44.5% | +120.8% | +85.2% |
| 3Y | +200.7% | +13.4% | +187.3% | +198.1% |
| All | +200.7% | +13.4% | +187.3% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling