-32.8%
STZ vs TMF
-87.5%
+54.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.9% | -1.4% | -0.5% | -1.9% |
| 30D | -1.9% | -2.8% | +0.9% | -1.8% |
| 3M | -6.2% | -10.9% | +4.7% | -5.9% |
| 6M | -14.0% | -21.3% | +7.3% | -13.3% |
| YTD | -5.1% | -15.9% | +10.8% | -4.6% |
| 1Y | -9.6% | -15.7% | +6.2% | -9.1% |
| 3Y | -47.2% | -43.4% | -3.9% | -46.9% |
| All | -32.8% | -87.5% | +54.7% | -35.3% |
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