+1.1%
STZ vs TAP
-49.3%
+50.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | +0.2% |
| 7D | +4.9% | +0.5% | +4.4% | +4.6% |
| 30D | +20.9% | +9.1% | +11.7% | +16.3% |
| 3M | +8.0% | -3.8% | +11.8% | +9.9% |
| 6M | -5.3% | -3.4% | -1.9% | -3.8% |
| YTD | +5.9% | -10.6% | +16.6% | +11.0% |
| 1Y | +14.2% | -4.4% | +18.6% | +15.9% |
| 3Y | -37.0% | -24.4% | -12.6% | -29.6% |
| 5Y | -29.7% | +2.1% | -31.8% | -32.2% |
| All | +1.1% | -49.3% | +50.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling