+452.8%
STT vs TCOM
+2,870.5%
-2,417.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +0.4% | +2.2% | -1.7% | -0.1% |
| 30D | -0.4% | +12.5% | -12.9% | -3.2% |
| 3M | -6.5% | -5.6% | -0.9% | -5.6% |
| 6M | +17.2% | -16.5% | +33.6% | +21.1% |
| YTD | +38.2% | -39.4% | +77.6% | +52.5% |
| 1Y | +49.3% | -41.0% | +90.3% | +65.8% |
| 3Y | +181.9% | +29.2% | +152.7% | +148.3% |
| 5Y | +106.9% | +41.6% | +65.3% | +65.4% |
| 10Y | +203.1% | +6.6% | +196.5% | +143.6% |
| All | +452.8% | +2,870.5% | -2,417.7% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling