+3,574.7%
STX vs TCOM
-9.4%
+3,584.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.4% |
| 7D | +9.6% | -10.2% | +19.7% | +11.9% |
| 30D | +10.6% | -16.8% | +27.4% | +14.5% |
| 3M | +4.8% | -16.7% | +21.5% | +7.8% |
| 6M | +137.3% | -27.1% | +164.3% | +150.9% |
| YTD | +222.5% | -45.5% | +268.0% | +260.8% |
| 1Y | +366.2% | -45.9% | +412.1% | +422.1% |
| 3Y | +1,352.9% | +9.8% | +1,343.1% | +1,252.0% |
| 5Y | +1,077.4% | +23.8% | +1,053.6% | +909.5% |
| All | +3,574.7% | -9.4% | +3,584.1% | +3,130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling