-9.6%
STZ vs TCOM
-42.5%
+32.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -1.9% | -9.5% | +7.6% | -2.0% |
| 30D | -1.9% | -10.7% | +8.8% | -2.0% |
| 3M | -6.2% | -14.6% | +8.4% | -6.6% |
| 6M | -14.0% | -19.3% | +5.3% | -14.3% |
| YTD | -5.1% | -42.9% | +37.8% | -6.3% |
| 1Y | -9.6% | -43.8% | +34.2% | -10.8% |
| All | -9.6% | -42.5% | +32.9% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling