-36.0%
STZ vs TLN
+678.8%
-714.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +5.3% | +1.1% | +4.3% | +5.4% |
| 30D | +19.6% | -4.6% | +24.2% | +19.6% |
| 3M | +10.0% | +5.2% | +4.7% | +10.3% |
| 6M | -0.3% | -6.5% | +6.3% | -0.2% |
| YTD | +8.6% | -3.6% | +12.2% | +8.9% |
| 1Y | +16.6% | -8.2% | +24.8% | +16.9% |
| 3Y | -34.8% | +559.7% | -594.5% | -40.2% |
| All | -36.0% | +678.8% | -714.8% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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