-35.8%
STZ vs TLN
+585.4%
-621.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.8% | -0.8% |
| 7D | -0.9% | +15.9% | -16.8% | -0.4% |
| 30D | +14.9% | -0.3% | +15.2% | +15.2% |
| 3M | +8.4% | +5.8% | +2.6% | +8.9% |
| 6M | +2.8% | -1.2% | +4.0% | +3.1% |
| YTD | +7.5% | +1.0% | +6.5% | +8.1% |
| 1Y | +12.5% | +1.1% | +11.4% | +13.2% |
| All | -35.8% | +585.4% | -621.3% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling