+476.2%
STX vs TCOM
+40.6%
+435.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -3.2% |
| 7D | +14.6% | -1.8% | +16.4% | +14.8% |
| 30D | -26.0% | +12.1% | -38.1% | -27.4% |
| 3M | -42.6% | -3.2% | -39.4% | -42.5% |
| 6M | -35.3% | -16.6% | -18.6% | -33.9% |
| YTD | +92.5% | -39.4% | +131.9% | +106.3% |
| 1Y | +102.4% | -41.5% | +143.9% | +118.1% |
| 3Y | +673.8% | +24.4% | +649.5% | +625.3% |
| All | +476.2% | +40.6% | +435.6% | +415.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling