+1,414.6%
STZ vs TMF
-69.3%
+1,483.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.9% | +5.5% |
| 7D | +13.0% | +4.0% | +9.0% | +13.3% |
| 30D | +29.4% | +19.5% | +10.0% | +31.3% |
| 3M | +11.6% | -3.5% | +15.1% | +11.2% |
| 6M | -0.2% | -10.6% | +10.4% | -1.1% |
| YTD | +8.6% | -17.1% | +25.6% | +7.0% |
| 1Y | +15.9% | -24.3% | +40.2% | +13.4% |
| 3Y | -35.4% | -27.2% | -8.2% | -36.3% |
| 5Y | -26.9% | -87.6% | +60.7% | -40.4% |
| 10Y | +7.8% | -84.8% | +92.5% | -4.8% |
| All | +1,414.6% | -69.3% | +1,483.9% | +1,650.9% |
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