-35.1%
STZ vs TPG
+80.3%
-115.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +5.3% | +2.0% | +3.3% | +5.1% |
| 30D | +19.6% | +9.1% | +10.5% | +18.3% |
| 3M | +10.0% | +1.0% | +8.9% | +9.6% |
| 6M | -0.3% | +13.3% | -13.6% | -2.0% |
| YTD | +8.6% | -19.8% | +28.3% | +10.9% |
| 1Y | +16.6% | -6.2% | +22.8% | +16.7% |
| 3Y | -34.8% | +75.4% | -110.1% | -41.3% |
| All | -35.1% | +80.3% | -115.3% | -43.6% |
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