-19.4%
STZ vs TXG
+14.9%
-34.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -0.9% | -8.1% | +7.2% | -0.5% |
| 30D | +14.9% | -17.5% | +32.4% | +15.9% |
| 3M | +8.4% | +6.1% | +2.3% | +6.4% |
| 6M | +2.8% | +202.7% | -199.9% | -8.7% |
| YTD | +7.5% | +280.4% | -272.9% | -7.2% |
| 1Y | +12.5% | +274.0% | -261.5% | -2.9% |
| 3Y | -35.4% | +74.9% | -110.3% | -42.7% |
| 5Y | -29.3% | -63.0% | +33.7% | -30.8% |
| All | -19.4% | +14.9% | -34.3% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling