-36.4%
STZ vs TLN
+733.8%
-770.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.4% |
| 7D | 0.0% | +22.3% | -22.3% | +0.7% |
| 30D | +14.7% | +1.2% | +13.5% | +15.0% |
| 3M | +8.8% | +5.9% | +2.9% | +9.3% |
| 6M | +3.1% | +3.2% | -0.2% | +3.4% |
| YTD | +7.9% | +3.2% | +4.7% | +8.5% |
| 1Y | +14.2% | +5.2% | +9.0% | +14.8% |
| 3Y | -35.2% | +606.3% | -641.5% | -40.5% |
| All | -36.4% | +733.8% | -770.2% | -42.5% |
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