-36.4%
STZ vs TLN
+581.9%
-618.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.8% |
| 7D | +11.8% | -9.4% | +21.1% | +11.5% |
| 30D | +26.0% | -15.2% | +41.2% | +25.5% |
| 3M | +11.5% | -4.1% | +15.7% | +11.4% |
| 6M | -2.0% | -17.8% | +15.9% | -2.3% |
| YTD | +7.9% | -15.6% | +23.5% | +7.7% |
| 1Y | +13.9% | -21.6% | +35.5% | +13.6% |
| 3Y | -35.8% | +497.6% | -533.4% | -41.8% |
| All | -36.4% | +581.9% | -618.3% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling