-11.7%
STZ vs TDY
+472.2%
-484.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | -4.1% | -1.9% | -2.2% | -3.5% |
| 30D | -7.6% | -12.5% | +4.9% | -3.7% |
| 3M | -12.3% | -0.8% | -11.5% | -12.4% |
| 6M | -16.3% | -9.0% | -7.3% | -14.4% |
| YTD | -8.4% | +16.8% | -25.1% | -14.0% |
| 1Y | -10.8% | +9.5% | -20.3% | -14.7% |
| 3Y | -49.0% | +45.4% | -94.4% | -56.4% |
| 5Y | -36.5% | +37.8% | -74.3% | -45.5% |
| All | -11.7% | +472.2% | -484.0% | -38.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling