+12,981.4%
TDG vs STZ
+434.5%
+12,546.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.2% | +0.5% |
| 7D | -0.9% | -7.4% | +6.5% | +1.8% |
| 30D | -6.5% | -10.9% | +4.3% | -2.8% |
| 3M | -5.1% | -13.4% | +8.4% | -0.6% |
| 6M | -11.5% | -16.2% | +4.7% | -6.7% |
| YTD | -13.9% | -10.4% | -3.4% | -12.0% |
| 1Y | -11.5% | -14.8% | +3.3% | -8.2% |
| 3Y | +53.7% | -50.1% | +103.8% | +89.3% |
| 5Y | +135.5% | -38.8% | +174.3% | +166.5% |
| 10Y | +535.2% | -14.1% | +549.2% | +521.9% |
| All | +12,981.4% | +434.5% | +12,546.9% | +5,375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling