+1,657.1%
SBUX vs TCOM
+2,658.7%
-1,001.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | -3.9% | -7.6% | +3.7% | -2.6% |
| 30D | -2.8% | -12.2% | +9.4% | -0.6% |
| 3M | +8.2% | -14.2% | +22.4% | +10.8% |
| 6M | +4.3% | -25.0% | +29.3% | +9.2% |
| YTD | +23.3% | -43.7% | +67.0% | +35.3% |
| 1Y | +24.3% | -44.5% | +68.8% | +36.6% |
| 3Y | +15.5% | +13.4% | +2.0% | +7.8% |
| 5Y | -2.7% | +26.5% | -29.2% | -15.2% |
| 10Y | +128.8% | -10.3% | +139.1% | +100.0% |
| All | +1,657.1% | +2,658.7% | -1,001.5% | +799.4% |
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