-0.2%
STZ vs TLN
-12.9%
+12.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -8.5% | +13.9% | +4.5% |
| 7D | +13.0% | -6.0% | +19.0% | +12.4% |
| 30D | +29.4% | -1.5% | +31.0% | +28.6% |
| 3M | +11.6% | -3.9% | +15.5% | +11.2% |
| 6M | -0.2% | -15.0% | +14.8% | -1.2% |
| All | -0.2% | -12.9% | +12.7% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling