+16.6%
STZ vs TD
+56.4%
-39.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.2% |
| 7D | +3.4% | -0.6% | +4.1% | +3.6% |
| 30D | +19.6% | +7.9% | +11.7% | +17.7% |
| 3M | +8.0% | +3.1% | +4.9% | +7.3% |
| 6M | -0.3% | +17.2% | -17.5% | -6.0% |
| YTD | +8.6% | +34.7% | -26.2% | -1.0% |
| All | +16.6% | +56.4% | -39.8% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling