+155.8%
STT vs TCOM
+25.9%
+129.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | +1.0% | -10.2% | +11.1% | +2.4% |
| 30D | +2.8% | -16.8% | +19.6% | +5.3% |
| 3M | +18.1% | -16.7% | +34.8% | +20.7% |
| 6M | +59.2% | -27.1% | +86.3% | +65.6% |
| YTD | +51.5% | -45.5% | +97.0% | +63.3% |
| 1Y | +75.7% | -45.9% | +121.5% | +89.4% |
| 3Y | +200.8% | +9.8% | +191.0% | +183.7% |
| 5Y | +155.8% | +23.8% | +132.0% | +136.8% |
| All | +155.8% | +25.9% | +129.9% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling