-23.6%
STZ vs TW
+221.1%
-244.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.9% | -2.3% | +0.4% | -1.4% |
| 30D | -1.9% | +3.9% | -5.8% | -2.7% |
| 3M | -6.2% | +5.7% | -11.9% | -7.7% |
| 6M | -14.0% | -14.5% | +0.5% | -11.6% |
| YTD | -5.1% | -0.9% | -4.3% | -6.0% |
| 1Y | -9.6% | -13.5% | +3.9% | -7.6% |
| 3Y | -47.2% | +25.0% | -72.2% | -51.6% |
| 5Y | -33.6% | +22.7% | -56.3% | -39.9% |
| All | -23.6% | +221.1% | -244.7% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling