-46.4%
STZ vs TPG
+85.9%
-132.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -5.2% |
| 7D | -7.4% | -2.9% | -4.5% | -7.1% |
| 30D | -10.9% | +5.0% | -15.9% | -11.4% |
| 3M | -13.4% | +24.9% | -38.3% | -15.7% |
| 6M | -16.2% | +21.1% | -37.3% | -18.2% |
| YTD | -10.4% | -17.3% | +6.8% | -8.7% |
| 1Y | -14.8% | -9.8% | -5.0% | -14.2% |
| 3Y | -50.1% | +95.4% | -145.6% | -55.7% |
| All | -46.4% | +85.9% | -132.3% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling