+106.9%
STT vs TCOM
+43.1%
+63.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +0.4% | +2.2% | -1.7% | +0.1% |
| 30D | -0.4% | +12.5% | -12.9% | -2.0% |
| 3M | -6.5% | -5.6% | -0.9% | -5.9% |
| 6M | +17.2% | -16.5% | +33.6% | +19.6% |
| YTD | +38.2% | -39.4% | +77.6% | +46.7% |
| 1Y | +49.3% | -41.0% | +90.3% | +59.1% |
| 3Y | +181.9% | +29.2% | +152.7% | +159.6% |
| 5Y | +106.9% | +41.6% | +65.3% | +93.4% |
| All | +106.9% | +43.1% | +63.9% | +93.4% |
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 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