+66.9%
T vs STZ
-10.3%
+77.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | -2.4% | -4.1% | +1.6% | -1.3% |
| 30D | +4.3% | -7.6% | +11.9% | +6.5% |
| 3M | +11.6% | -12.3% | +23.8% | +15.6% |
| 6M | -5.6% | -16.3% | +10.7% | -1.2% |
| YTD | +6.6% | -8.4% | +14.9% | +8.0% |
| 1Y | -8.4% | -10.8% | +2.5% | -6.7% |
| 3Y | +107.8% | -49.0% | +156.8% | +146.8% |
| 5Y | +68.3% | -36.5% | +104.8% | +84.5% |
| All | +66.9% | -10.3% | +77.3% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling