-14.3%
STZ vs TPG
-12.8%
-1.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.6% |
| 7D | -6.0% | -6.5% | +0.5% | -5.8% |
| 30D | -8.9% | +0.1% | -9.0% | -8.8% |
| 3M | -12.6% | +14.5% | -27.1% | -12.6% |
| 6M | -17.2% | +17.3% | -34.5% | -17.4% |
| YTD | -10.0% | -20.5% | +10.5% | -7.8% |
| 1Y | -14.3% | -13.2% | -1.1% | -12.6% |
| All | -14.3% | -12.8% | -1.5% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling