-37.0%
STZ vs TRU
+65.0%
-101.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | +4.9% | +5.7% | -0.8% | +4.1% |
| 30D | +20.9% | +29.2% | -8.4% | +17.1% |
| 3M | +8.0% | +2.7% | +5.3% | +7.4% |
| 6M | -5.3% | +15.2% | -20.5% | -7.1% |
| YTD | +5.9% | -4.9% | +10.8% | +5.9% |
| 1Y | +14.2% | +3.4% | +10.8% | +12.6% |
| 3Y | -37.0% | +63.2% | -100.2% | -41.9% |
| All | -37.0% | +65.0% | -101.9% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling