+1,383.2%
STX vs TCOM
+13.4%
+1,369.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.3% | +7.8% | +6.6% |
| 7D | +10.7% | -7.6% | +18.4% | +11.8% |
| 30D | +11.3% | -12.2% | +23.5% | +13.0% |
| 3M | +3.2% | -14.2% | +17.4% | +4.9% |
| 6M | +157.0% | -25.0% | +182.0% | +167.2% |
| YTD | +229.2% | -43.7% | +272.9% | +257.8% |
| 1Y | +381.8% | -44.5% | +426.4% | +424.8% |
| 3Y | +1,383.2% | +13.4% | +1,369.8% | +1,383.5% |
| All | +1,383.2% | +13.4% | +1,369.8% | +1,383.5% |
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 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