-12.6%
STZ vs TW
+291.9%
-304.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +5.3% | +3.1% | +2.2% | +4.6% |
| 30D | +19.6% | +16.7% | +2.9% | +15.7% |
| 3M | +10.0% | +25.2% | -15.2% | +4.8% |
| 6M | -0.3% | +19.5% | -19.7% | -4.4% |
| YTD | +8.6% | +21.0% | -12.4% | +3.1% |
| 1Y | +16.6% | +19.0% | -2.4% | +11.1% |
| 3Y | -34.8% | +40.7% | -75.5% | -41.4% |
| 5Y | -27.8% | +40.1% | -68.0% | -36.1% |
| All | -12.6% | +291.9% | -304.6% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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