+14.2%
STZ vs TMF
-22.9%
+37.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +4.9% | +1.2% | +3.7% | +4.7% |
| 30D | +20.9% | +19.7% | +1.1% | +18.9% |
| 3M | +8.0% | -2.1% | +10.1% | +7.0% |
| 6M | -5.3% | -13.4% | +8.2% | -6.4% |
| YTD | +5.9% | -16.7% | +22.7% | +5.0% |
| 1Y | +14.2% | -23.3% | +37.6% | +14.4% |
| All | +14.2% | -22.9% | +37.1% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling