+14.2%
STZ vs TCOM
-37.8%
+52.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | +4.9% | +12.1% | -7.2% | +4.7% |
| 30D | +20.9% | +16.5% | +4.4% | +20.8% |
| 3M | +8.0% | -4.0% | +12.0% | +7.3% |
| 6M | -5.3% | -18.5% | +13.2% | -6.6% |
| YTD | +5.9% | -38.3% | +44.2% | +3.0% |
| 1Y | +14.2% | -36.6% | +50.8% | +11.4% |
| All | +14.2% | -37.8% | +52.0% | +11.4% |
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 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