+9,818.1%
STZ vs TAP
+827.8%
+8,990.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.9% | -2.3% | +0.4% | -1.3% |
| 30D | -1.9% | -2.1% | +0.3% | -1.2% |
| 3M | -6.2% | +6.6% | -12.8% | -7.9% |
| 6M | -14.0% | -11.5% | -2.5% | -10.9% |
| YTD | -5.1% | -10.3% | +5.1% | -2.1% |
| 1Y | -9.6% | -14.4% | +4.8% | -5.6% |
| 3Y | -47.2% | -28.3% | -19.0% | -42.2% |
| 5Y | -33.6% | +1.7% | -35.3% | -34.7% |
| 10Y | -9.8% | -49.2% | +39.5% | +2.0% |
| All | +9,818.1% | +827.8% | +8,990.4% | +6,948.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling