-28.4%
STZ vs TMF
-87.8%
+59.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +11.8% | +2.7% | +9.1% | +11.6% |
| 30D | +26.0% | +19.3% | +6.6% | +25.0% |
| 3M | +11.5% | -3.7% | +15.2% | +11.6% |
| 6M | -2.0% | -11.3% | +9.4% | -1.6% |
| YTD | +7.9% | -16.6% | +24.5% | +8.4% |
| 1Y | +13.9% | -21.1% | +35.0% | +14.8% |
| 3Y | -35.8% | -26.8% | -9.0% | -35.4% |
| 5Y | -28.4% | -88.0% | +59.6% | -32.1% |
| All | -28.4% | -87.8% | +59.4% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling