+939.6%
STZ vs TCOM
+2,922.3%
-1,982.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +4.9% | +12.1% | -7.2% | +3.6% |
| 30D | +20.9% | +16.5% | +4.4% | +18.8% |
| 3M | +8.0% | -4.0% | +12.0% | +8.4% |
| 6M | -5.3% | -18.5% | +13.2% | -3.3% |
| YTD | +5.9% | -38.3% | +44.2% | +11.1% |
| 1Y | +14.2% | -36.6% | +50.8% | +19.4% |
| 3Y | -37.0% | +31.1% | -68.1% | -40.6% |
| 5Y | -29.7% | +47.6% | -77.3% | -37.3% |
| 10Y | +5.2% | +5.1% | +0.1% | -6.1% |
| All | +939.6% | +2,922.3% | -1,982.6% | +565.6% |
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