+513.3%
STT vs TCOM
+2,694.8%
-2,181.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +0.5% | -9.5% | +10.0% | +2.8% |
| 30D | +3.9% | -10.7% | +14.6% | +6.4% |
| 3M | +20.0% | -14.6% | +34.6% | +23.6% |
| 6M | +55.3% | -19.3% | +74.6% | +61.9% |
| YTD | +53.3% | -42.9% | +96.3% | +72.0% |
| 1Y | +74.7% | -43.8% | +118.5% | +96.5% |
| 3Y | +205.8% | +2.1% | +203.7% | +185.0% |
| 5Y | +145.0% | +31.2% | +113.8% | +99.3% |
| 10Y | +266.0% | -13.9% | +279.9% | +209.8% |
| All | +513.3% | +2,694.8% | -2,181.4% | +142.9% |
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