-9.6%
STZ vs TDY
+11.8%
-21.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.9% | -1.8% | -0.1% | -1.8% |
| 30D | -1.9% | -10.7% | +8.8% | -1.0% |
| 3M | -6.2% | -1.3% | -5.0% | -6.4% |
| 6M | -14.0% | -10.6% | -3.4% | -12.8% |
| YTD | -5.1% | +19.6% | -24.7% | -11.3% |
| 1Y | -9.6% | +11.6% | -21.2% | -14.8% |
| All | -9.6% | +11.8% | -21.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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