+5,945.8%
STZ vs TD
+8,030.9%
-2,085.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.3% | +0.7% |
| 7D | +11.8% | -3.2% | +15.0% | +13.0% |
| 30D | +26.0% | +4.9% | +21.1% | +23.9% |
| 3M | +11.5% | +2.3% | +9.2% | +10.4% |
| 6M | -2.0% | +17.8% | -19.7% | -7.5% |
| YTD | +7.9% | +33.5% | -25.6% | -2.4% |
| 1Y | +13.9% | +55.9% | -42.0% | -2.1% |
| 3Y | -35.8% | +131.5% | -167.4% | -52.2% |
| 5Y | -28.4% | +103.3% | -131.8% | -44.9% |
| 10Y | +7.1% | +308.6% | -301.5% | -34.8% |
| All | +5,945.8% | +8,030.9% | -2,085.1% | +2,174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling