-12.7%
STZ vs TRU
+147.2%
-159.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -4.5% | -2.7% | -1.7% | -3.8% |
| 30D | -8.6% | -2.0% | -6.5% | -8.2% |
| 3M | -13.8% | +18.4% | -32.2% | -17.7% |
| 6M | -17.2% | +8.9% | -26.0% | -19.7% |
| YTD | -9.4% | -8.9% | -0.4% | -8.8% |
| 1Y | -11.9% | -15.9% | +4.0% | -9.7% |
| 3Y | -49.6% | -1.1% | -48.5% | -53.2% |
| 5Y | -37.2% | -35.2% | -2.0% | -33.2% |
| All | -12.7% | +147.2% | -159.8% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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