-29.4%
STZ vs TXG
-66.4%
+36.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | +4.9% | -15.4% | +20.4% | +5.8% |
| 30D | +20.9% | -22.1% | +43.0% | +22.1% |
| 3M | +8.0% | +30.0% | -22.0% | +4.3% |
| 6M | -5.3% | +160.7% | -166.0% | -14.3% |
| YTD | +5.9% | +263.5% | -257.5% | -7.4% |
| 1Y | +14.2% | +356.0% | -341.8% | -2.6% |
| 3Y | -37.0% | +53.4% | -90.3% | -43.2% |
| All | -29.4% | -66.4% | +36.9% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling