-29.4%
STZ vs TCOM
+44.6%
-74.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +4.9% | +12.1% | -7.2% | +4.2% |
| 30D | +20.9% | +16.5% | +4.4% | +19.8% |
| 3M | +8.0% | -4.0% | +12.0% | +8.2% |
| 6M | -5.3% | -18.5% | +13.2% | -4.3% |
| YTD | +5.9% | -38.3% | +44.2% | +8.7% |
| 1Y | +14.2% | -36.6% | +50.8% | +16.9% |
| 3Y | -37.0% | +31.1% | -68.1% | -38.5% |
| All | -29.4% | +44.6% | -74.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling