+698.5%
STX vs TCOM
+25.6%
+672.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +16.8% | -1.4% | +18.2% | +17.0% |
| 30D | -27.0% | +11.5% | -38.6% | -28.2% |
| 3M | -37.9% | -5.2% | -32.7% | -37.6% |
| 6M | -32.5% | -16.9% | -15.6% | -30.8% |
| YTD | +98.6% | -39.9% | +138.5% | +114.3% |
| 1Y | +93.6% | -42.1% | +135.7% | +110.1% |
| All | +698.5% | +25.6% | +672.9% | +674.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling