+955.4%
STZ vs TCOM
+2,870.5%
-1,915.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -0.9% | +2.2% | -3.1% | -1.2% |
| 30D | +14.9% | +12.5% | +2.4% | +13.4% |
| 3M | +8.4% | -5.6% | +14.0% | +9.1% |
| 6M | +2.8% | -16.5% | +19.3% | +4.6% |
| YTD | +7.5% | -39.4% | +46.9% | +13.0% |
| 1Y | +12.5% | -41.0% | +53.5% | +18.6% |
| 3Y | -35.4% | +29.2% | -64.6% | -39.1% |
| 5Y | -29.3% | +41.6% | -70.9% | -36.6% |
| 10Y | +11.8% | +6.6% | +5.2% | -0.3% |
| All | +955.4% | +2,870.5% | -1,915.1% | +577.1% |
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