-35.7%
STZ vs TPG
+81.2%
-116.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -0.9% | -1.1% | +0.1% | -0.9% |
| 30D | +14.9% | +10.0% | +5.0% | +13.6% |
| 3M | +8.4% | -0.9% | +9.3% | +8.3% |
| 6M | +2.8% | +15.1% | -12.2% | +0.9% |
| YTD | +7.5% | -19.4% | +26.9% | +9.7% |
| 1Y | +12.5% | -9.0% | +21.5% | +13.1% |
| 3Y | -35.4% | +76.2% | -111.6% | -41.9% |
| All | -35.7% | +81.2% | -116.8% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling