+16.6%
STZ vs TPG
-7.5%
+24.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +18.7% |
| 3M | +10.0% | +1.0% | +8.9% | +9.6% |
| 6M | -0.3% | +13.3% | -13.6% | -0.7% |
| YTD | +8.6% | -19.8% | +28.3% | +11.6% |
| 1Y | +16.6% | -6.2% | +22.8% | +20.2% |
| All | +16.6% | -7.5% | +24.1% | +20.2% |
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