+2,069.8%
STZ vs TDY
+7,137.3%
-5,067.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.9% | -1.8% | -0.1% | -1.6% |
| 30D | -1.9% | -10.7% | +8.8% | +0.3% |
| 3M | -6.2% | -1.3% | -5.0% | -6.2% |
| 6M | -14.0% | -10.6% | -3.4% | -12.4% |
| YTD | -5.1% | +19.6% | -24.7% | -9.1% |
| 1Y | -9.6% | +11.6% | -21.2% | -12.2% |
| 3Y | -47.2% | +45.2% | -92.4% | -51.8% |
| 5Y | -33.6% | +36.1% | -69.6% | -38.9% |
| 10Y | -9.8% | +458.8% | -468.6% | -36.9% |
| All | +2,069.8% | +7,137.3% | -5,067.5% | +1,029.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling