+450.5%
STT vs TCOM
+2,868.4%
-2,417.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +4.8% | -1.8% | +6.5% | +5.2% |
| 30D | +3.9% | +12.1% | -8.2% | +1.1% |
| 3M | -8.2% | -3.2% | -5.0% | -7.8% |
| 6M | +15.6% | -16.6% | +32.2% | +19.5% |
| YTD | +37.6% | -39.4% | +77.0% | +51.9% |
| 1Y | +50.1% | -41.5% | +91.6% | +67.0% |
| 3Y | +183.1% | +24.4% | +158.7% | +151.7% |
| 5Y | +104.8% | +41.6% | +63.3% | +63.8% |
| 10Y | +201.9% | +6.5% | +195.3% | +142.6% |
| All | +450.5% | +2,868.4% | -2,417.9% | +114.5% |
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