-32.8%
STZ vs TXG
-66.1%
+33.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.9% | +1.8% | -3.7% | -2.1% |
| 30D | -1.9% | +32.0% | -33.9% | -4.1% |
| 3M | -6.2% | +87.0% | -93.2% | -11.3% |
| 6M | -14.0% | +180.1% | -194.1% | -21.7% |
| YTD | -5.1% | +284.1% | -289.2% | -16.1% |
| 1Y | -9.6% | +361.7% | -371.2% | -21.9% |
| 3Y | -47.2% | +15.9% | -63.1% | -50.8% |
| All | -32.8% | -66.1% | +33.3% | -40.2% |
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