+16.3%
STZ vs TCOM
+5.9%
+10.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +2.6% | -1.8% | +4.3% | +2.8% |
| 30D | +15.2% | +12.1% | +3.1% | +13.7% |
| 3M | +7.6% | -3.2% | +10.8% | +8.0% |
| 6M | +5.3% | -16.6% | +21.9% | +7.1% |
| YTD | +8.6% | -39.4% | +48.0% | +14.1% |
| 1Y | +15.6% | -41.5% | +57.1% | +21.9% |
| 3Y | -35.2% | +24.4% | -59.5% | -38.8% |
| 5Y | -29.1% | +41.6% | -70.7% | -36.4% |
| All | +16.3% | +5.9% | +10.5% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling