+9,714.6%
STX vs TCOM
+2,694.8%
+7,019.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.5% |
| 7D | +2.4% | -9.5% | +11.9% | +4.6% |
| 30D | +1.4% | -10.7% | +12.1% | +3.7% |
| 3M | -8.2% | -14.6% | +6.4% | -5.8% |
| 6M | +127.0% | -19.3% | +146.4% | +135.7% |
| YTD | +209.1% | -42.9% | +252.1% | +245.5% |
| 1Y | +365.4% | -43.8% | +409.2% | +421.6% |
| 3Y | +1,135.4% | +2.1% | +1,133.3% | +1,065.9% |
| 5Y | +991.5% | +31.2% | +960.3% | +805.4% |
| 10Y | +3,695.8% | -13.9% | +3,709.7% | +3,152.9% |
| All | +9,714.6% | +2,694.8% | +7,019.9% | +3,468.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling