+47.3%
STZ vs TRU
+250.8%
-203.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.9% |
| 7D | +11.8% | +9.8% | +2.0% | +9.2% |
| 30D | +26.0% | +30.7% | -4.8% | +17.6% |
| 3M | +11.5% | +3.8% | +7.7% | +10.2% |
| 6M | -2.0% | +21.9% | -23.9% | -7.5% |
| YTD | +7.9% | -2.8% | +10.7% | +6.5% |
| 1Y | +13.9% | +4.8% | +9.1% | +10.0% |
| 3Y | -35.8% | +67.6% | -103.5% | -48.9% |
| 5Y | -28.4% | -25.0% | -3.4% | -28.3% |
| 10Y | +7.1% | +178.6% | -171.5% | -29.9% |
| All | +47.3% | +250.8% | -203.5% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling