+11.8%
STZ vs TD
+311.5%
-299.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.8% |
| 7D | +3.4% | -0.6% | +4.1% | +3.7% |
| 30D | +19.6% | +7.9% | +11.7% | +15.5% |
| 3M | +8.0% | +3.1% | +4.9% | +6.2% |
| 6M | -0.3% | +17.2% | -17.5% | -7.8% |
| YTD | +8.6% | +34.7% | -26.2% | -6.1% |
| 1Y | +17.3% | +56.9% | -39.6% | -5.4% |
| 3Y | -34.7% | +134.7% | -169.4% | -57.3% |
| 5Y | -27.6% | +104.8% | -132.4% | -50.3% |
| 10Y | +11.8% | +305.8% | -294.1% | -46.0% |
| All | +11.8% | +311.5% | -299.7% | -46.0% |
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