+11,247.2%
STZ vs TAP
+888.3%
+10,358.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.0% | +2.3% | +4.4% |
| 7D | +13.0% | +9.9% | +3.0% | +9.9% |
| 30D | +29.4% | +18.1% | +11.3% | +23.3% |
| 3M | +11.6% | +3.2% | +8.4% | +10.7% |
| 6M | -0.2% | +8.4% | -8.7% | -2.4% |
| YTD | +8.6% | -4.4% | +13.0% | +10.0% |
| 1Y | +15.9% | +3.2% | +12.7% | +14.7% |
| 3Y | -35.4% | -18.6% | -16.8% | -31.7% |
| 5Y | -26.9% | +10.1% | -37.0% | -29.6% |
| 10Y | +7.8% | -45.2% | +52.9% | +19.4% |
| All | +11,247.2% | +888.3% | +10,358.9% | +7,822.3% |
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