+12.5%
STZ vs TD
+303.3%
-290.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.3% | -0.7% | +6.0% | +5.7% |
| 30D | +19.6% | +7.6% | +12.0% | +15.7% |
| 3M | +10.0% | +3.0% | +6.9% | +8.1% |
| 6M | -0.3% | +16.8% | -17.1% | -7.7% |
| YTD | +8.6% | +34.3% | -25.8% | -6.0% |
| 1Y | +16.6% | +56.0% | -39.4% | -5.8% |
| 3Y | -34.8% | +132.4% | -167.1% | -57.2% |
| 5Y | -27.8% | +103.7% | -131.5% | -50.3% |
| 10Y | +12.5% | +299.2% | -286.6% | -46.3% |
| All | +12.5% | +303.3% | -290.8% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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