+124.3%
TDG vs STZ
-37.6%
+161.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -1.9% | -4.5% | +2.6% | -0.9% |
| 30D | -7.7% | -8.6% | +0.9% | -5.8% |
| 3M | -9.3% | -13.8% | +4.4% | -6.4% |
| 6M | -9.4% | -17.2% | +7.8% | -5.9% |
| YTD | -14.3% | -9.4% | -4.9% | -13.7% |
| 1Y | -11.8% | -11.9% | 0.0% | -10.7% |
| 3Y | +52.0% | -49.6% | +101.6% | +81.1% |
| All | +124.3% | -37.6% | +161.9% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling