+59.6%
T vs STZ
-37.2%
+96.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +1.0% | +4.9% | -3.9% | +0.1% |
| 30D | -10.6% | +20.9% | -31.5% | -13.5% |
| 3M | -7.7% | +8.0% | -15.7% | -9.2% |
| 6M | -13.3% | -5.3% | -8.0% | -13.1% |
| YTD | -8.8% | +5.9% | -14.7% | -10.3% |
| 1Y | -8.4% | +14.2% | -22.6% | -11.1% |
| 3Y | +59.6% | -37.0% | +96.6% | +69.1% |
| All | +59.6% | -37.2% | +96.8% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling