-46.8%
STZ vs TMF
-42.2%
-4.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.9% | -1.4% | -0.5% | -1.8% |
| 30D | -1.9% | -2.8% | +0.9% | -1.7% |
| 3M | -6.2% | -10.9% | +4.7% | -5.4% |
| 6M | -14.0% | -21.3% | +7.3% | -12.3% |
| YTD | -5.1% | -15.9% | +10.8% | -3.9% |
| 1Y | -9.6% | -15.7% | +6.2% | -8.5% |
| All | -46.8% | -42.2% | -4.6% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling