+1,223.9%
STZ vs TMF
-68.9%
+1,292.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.9% | -1.4% | -0.5% | -2.0% |
| 30D | -1.9% | -2.8% | +0.9% | -2.1% |
| 3M | -6.2% | -10.9% | +4.7% | -7.1% |
| 6M | -14.0% | -21.3% | +7.3% | -15.7% |
| YTD | -5.1% | -15.9% | +10.8% | -6.3% |
| 1Y | -9.6% | -15.7% | +6.2% | -10.7% |
| 3Y | -47.2% | -43.4% | -3.9% | -49.3% |
| 5Y | -33.6% | -87.8% | +54.2% | -45.9% |
| 10Y | -9.8% | -86.7% | +77.0% | -21.9% |
| All | +1,223.9% | -68.9% | +1,292.7% | +1,432.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling