-35.8%
STZ vs TD
+130.6%
-166.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.3% | 0.0% |
| 7D | +11.8% | -3.2% | +15.0% | +12.3% |
| 30D | +26.0% | +4.9% | +21.1% | +24.9% |
| 3M | +11.5% | +2.3% | +9.2% | +11.0% |
| 6M | -2.0% | +17.8% | -19.7% | -5.1% |
| YTD | +7.9% | +33.5% | -25.6% | +2.3% |
| 1Y | +13.9% | +55.9% | -42.0% | +5.5% |
| All | -35.8% | +130.6% | -166.4% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling