-34.8%
STZ vs TXG
+73.9%
-108.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | +5.3% | -3.7% | +9.0% | +5.4% |
| 30D | +19.6% | -22.0% | +41.6% | +20.5% |
| 3M | +10.0% | +7.4% | +2.6% | +8.0% |
| 6M | -0.3% | +191.2% | -191.5% | -10.0% |
| YTD | +8.6% | +285.7% | -277.1% | -5.0% |
| 1Y | +16.6% | +268.3% | -251.7% | +2.2% |
| 3Y | -34.8% | +77.3% | -112.1% | -42.1% |
| All | -34.8% | +73.9% | -108.7% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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