-37.0%
STZ vs TW
+39.9%
-76.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +4.9% | +4.2% | +0.7% | +4.4% |
| 30D | +20.9% | +18.9% | +1.9% | +18.7% |
| 3M | +8.0% | +23.8% | -15.8% | +5.7% |
| 6M | -5.3% | +17.0% | -22.3% | -7.1% |
| YTD | +5.9% | +19.2% | -13.3% | +3.2% |
| 1Y | +14.2% | +20.1% | -5.9% | +11.2% |
| 3Y | -37.0% | +40.5% | -77.5% | -37.1% |
| All | -37.0% | +39.9% | -76.9% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling