+1.1%
STZ vs TD
+302.2%
-301.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +4.9% | -1.7% | +6.6% | +5.7% |
| 30D | +20.9% | +8.2% | +12.6% | +16.6% |
| 3M | +8.0% | +1.7% | +6.3% | +6.8% |
| 6M | -5.3% | +14.2% | -19.5% | -11.4% |
| YTD | +5.9% | +32.8% | -26.8% | -7.8% |
| 1Y | +14.2% | +55.5% | -41.3% | -7.6% |
| 3Y | -37.0% | +129.6% | -166.6% | -58.4% |
| 5Y | -29.7% | +102.2% | -131.9% | -51.5% |
| All | +1.1% | +302.2% | -301.1% | -54.5% |
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