-36.3%
STZ vs TDY
+62.5%
-98.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -2.3% |
| 7D | +4.9% | -6.0% | +10.9% | +5.5% |
| 30D | +20.9% | +2.4% | +18.5% | +20.0% |
| 3M | +8.0% | -10.0% | +18.0% | +9.3% |
| 6M | -5.3% | -4.0% | -1.3% | -5.2% |
| YTD | +5.9% | +21.1% | -15.2% | +0.4% |
| 1Y | +14.2% | +22.1% | -7.9% | +8.1% |
| All | -36.3% | +62.5% | -98.8% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling