-35.2%
STZ vs TDY
+68.3%
-103.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +2.6% | +4.1% | -1.5% | +2.1% |
| 30D | +15.2% | +5.7% | +9.5% | +14.0% |
| 3M | +7.6% | -4.4% | +12.1% | +8.2% |
| 6M | +5.3% | +1.2% | +4.0% | +4.6% |
| YTD | +8.6% | +26.0% | -17.4% | +2.6% |
| 1Y | +15.6% | +27.4% | -11.8% | +8.9% |
| 3Y | -35.2% | +67.5% | -102.7% | -43.1% |
| All | -35.2% | +68.3% | -103.5% | -43.1% |
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