+1,404.9%
STZ vs TMF
-69.1%
+1,474.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +11.8% | +2.7% | +9.1% | +12.0% |
| 30D | +26.0% | +19.3% | +6.6% | +27.8% |
| 3M | +11.5% | -3.7% | +15.2% | +11.2% |
| 6M | -2.0% | -11.3% | +9.4% | -2.9% |
| YTD | +7.9% | -16.6% | +24.5% | +6.4% |
| 1Y | +13.9% | -21.1% | +35.0% | +11.8% |
| 3Y | -35.8% | -26.8% | -9.0% | -36.6% |
| 5Y | -28.4% | -88.0% | +59.6% | -42.0% |
| 10Y | +7.1% | -84.7% | +91.8% | -5.3% |
| All | +1,404.9% | -69.1% | +1,474.0% | +1,640.5% |
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