+958.6%
STZ vs TCOM
+2,884.1%
-1,925.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -0.9% |
| 7D | +11.8% | +13.6% | -1.8% | +10.2% |
| 30D | +26.0% | +14.5% | +11.5% | +24.0% |
| 3M | +11.5% | -4.7% | +16.2% | +12.1% |
| 6M | -2.0% | -16.4% | +14.4% | -0.2% |
| YTD | +7.9% | -39.1% | +46.9% | +13.3% |
| 1Y | +13.9% | -37.8% | +51.8% | +19.3% |
| 3Y | -35.8% | +31.1% | -66.9% | -39.6% |
| 5Y | -28.4% | +45.7% | -74.1% | -36.0% |
| 10Y | +7.1% | +3.7% | +3.3% | -4.2% |
| All | +958.6% | +2,884.1% | -1,925.5% | +578.8% |
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