-13.3%
STZ vs TDY
+471.0%
-484.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -6.0% | -1.8% | -4.2% | -5.5% |
| 30D | -8.9% | -13.8% | +4.9% | -4.6% |
| 3M | -12.6% | -3.9% | -8.7% | -11.8% |
| 6M | -17.2% | -9.0% | -8.2% | -15.3% |
| YTD | -10.0% | +16.5% | -26.6% | -15.6% |
| 1Y | -14.3% | +9.3% | -23.6% | -18.0% |
| 3Y | -49.9% | +45.1% | -95.0% | -57.1% |
| 5Y | -38.2% | +35.0% | -73.2% | -46.7% |
| All | -13.3% | +471.0% | -484.3% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling