+1,077.4%
STX vs TCOM
+25.9%
+1,051.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.6% |
| 7D | +9.6% | -10.2% | +19.7% | +11.3% |
| 30D | +10.6% | -16.8% | +27.4% | +13.5% |
| 3M | +4.8% | -16.7% | +21.5% | +7.1% |
| 6M | +137.3% | -27.1% | +164.3% | +147.8% |
| YTD | +222.5% | -45.5% | +268.0% | +252.0% |
| 1Y | +366.2% | -45.9% | +412.1% | +409.2% |
| 3Y | +1,352.9% | +9.8% | +1,343.1% | +1,288.2% |
| 5Y | +1,077.4% | +23.8% | +1,053.6% | +989.3% |
| All | +1,077.4% | +25.9% | +1,051.5% | +989.3% |
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