-46.8%
STZ vs TAP
-28.0%
-18.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.9% | -2.3% | +0.4% | -0.7% |
| 30D | -1.9% | -2.1% | +0.3% | -0.7% |
| 3M | -6.2% | +6.6% | -12.8% | -9.4% |
| 6M | -14.0% | -11.5% | -2.5% | -8.4% |
| YTD | -5.1% | -10.3% | +5.1% | 0.0% |
| 1Y | -9.6% | -14.4% | +4.8% | -2.5% |
| All | -46.8% | -28.0% | -18.8% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling