-35.0%
STZ vs TPG
+78.3%
-113.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +2.6% | +5.0% | -2.5% | +2.0% |
| 30D | +15.2% | +15.7% | -0.5% | +13.2% |
| 3M | +7.6% | -10.6% | +18.2% | +8.8% |
| 6M | +5.3% | +15.9% | -10.7% | +3.2% |
| YTD | +8.6% | -20.6% | +29.3% | +11.1% |
| 1Y | +15.6% | -11.8% | +27.3% | +16.6% |
| 3Y | -35.2% | +71.6% | -106.7% | -41.5% |
| All | -35.0% | +78.3% | -113.3% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling