+12.5%
STZ vs TCOM
+3.0%
+9.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.3% | +6.5% | -1.2% | +4.6% |
| 30D | +19.6% | +13.3% | +6.3% | +17.9% |
| 3M | +10.0% | -6.5% | +16.4% | +10.7% |
| 6M | -0.3% | -16.3% | +16.1% | +1.4% |
| YTD | +8.6% | -38.7% | +47.3% | +13.9% |
| 1Y | +16.6% | -40.1% | +56.7% | +22.6% |
| 3Y | -34.8% | +30.6% | -65.4% | -38.8% |
| 5Y | -27.8% | +45.8% | -73.6% | -35.6% |
| 10Y | +12.5% | +8.1% | +4.4% | -3.1% |
| All | +12.5% | +3.0% | +9.5% | -3.1% |
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