-14.8%
STZ vs TDY
+10.6%
-25.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.5% |
| 7D | -7.4% | -0.9% | -6.5% | -7.3% |
| 30D | -10.9% | -12.5% | +1.6% | -9.9% |
| 3M | -13.4% | -1.2% | -12.2% | -13.6% |
| 6M | -16.2% | -6.6% | -9.6% | -15.7% |
| YTD | -10.4% | +18.5% | -28.9% | -16.1% |
| 1Y | -14.8% | +10.8% | -25.5% | -19.4% |
| All | -14.8% | +10.6% | -25.4% | -19.4% |
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