+831.2%
STZ vs TCOM
+2,694.8%
-1,863.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.9% | -9.5% | +7.6% | -0.8% |
| 30D | -1.9% | -10.7% | +8.8% | -0.6% |
| 3M | -6.2% | -14.6% | +8.4% | -4.7% |
| 6M | -14.0% | -19.3% | +5.3% | -12.2% |
| YTD | -5.1% | -42.9% | +37.8% | +0.4% |
| 1Y | -9.6% | -43.8% | +34.2% | -4.2% |
| 3Y | -47.2% | +2.1% | -49.3% | -48.9% |
| 5Y | -33.6% | +31.2% | -64.8% | -40.0% |
| 10Y | -9.8% | -13.9% | +4.2% | -17.5% |
| All | +831.2% | +2,694.8% | -1,863.5% | +501.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling