+3,476.8%
STX vs TCOM
-10.5%
+3,487.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.4% |
| 7D | +8.0% | -6.5% | +14.5% | +9.4% |
| 30D | +5.1% | -16.2% | +21.3% | +8.6% |
| 3M | +5.8% | -19.3% | +25.1% | +9.5% |
| 6M | +124.9% | -27.2% | +152.2% | +138.0% |
| YTD | +213.9% | -46.2% | +260.1% | +252.1% |
| 1Y | +350.4% | -46.6% | +397.0% | +405.8% |
| 3Y | +1,314.2% | +8.4% | +1,305.8% | +1,219.3% |
| 5Y | +1,092.8% | +25.8% | +1,067.0% | +917.0% |
| All | +3,476.8% | -10.5% | +3,487.4% | +3,052.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling