-27.6%
STZ vs TD
+105.4%
-133.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.1% |
| 7D | +3.4% | -0.6% | +4.1% | +3.6% |
| 30D | +19.6% | +7.9% | +11.7% | +17.3% |
| 3M | +8.0% | +3.1% | +4.9% | +7.0% |
| 6M | -0.3% | +17.2% | -17.5% | -4.7% |
| YTD | +8.6% | +34.7% | -26.2% | 0.0% |
| 1Y | +17.3% | +56.9% | -39.6% | +3.8% |
| 3Y | -34.7% | +134.7% | -169.4% | -48.6% |
| 5Y | -27.6% | +104.8% | -132.4% | -41.2% |
| All | -27.6% | +105.4% | -133.0% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling