+58.8%
T vs STZ
+11.6%
+47.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | +5.3% | -2.8% | +1.0% |
| 30D | -1.1% | +19.6% | -20.7% | -6.1% |
| 3M | -7.7% | +10.0% | -17.7% | -10.5% |
| 6M | -10.6% | -0.3% | -10.4% | -11.0% |
| YTD | -7.5% | +8.6% | -16.0% | -10.8% |
| 1Y | -7.4% | +16.6% | -24.0% | -12.8% |
| 3Y | +63.1% | -34.8% | +97.9% | +80.1% |
| 5Y | +55.2% | -27.8% | +83.0% | +64.2% |
| 10Y | +58.8% | +12.5% | +46.3% | +46.2% |
| All | +58.8% | +11.6% | +47.2% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling