+1.1%
STZ vs TMF
-84.4%
+85.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +4.9% | +1.2% | +3.7% | +4.9% |
| 30D | +20.9% | +19.7% | +1.1% | +21.5% |
| 3M | +8.0% | -2.1% | +10.1% | +7.9% |
| 6M | -5.3% | -13.4% | +8.2% | -5.7% |
| YTD | +5.9% | -16.7% | +22.7% | +5.4% |
| 1Y | +14.2% | -23.3% | +37.6% | +13.3% |
| 3Y | -37.0% | -24.8% | -12.1% | -37.0% |
| 5Y | -29.7% | -88.0% | +58.3% | -39.5% |
| All | +1.1% | -84.4% | +85.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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