-53.4%
TE vs STZ
-27.3%
-26.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.9% | -8.6% | -7.2% |
| 7D | +0.9% | -4.1% | +5.0% | +1.7% |
| 30D | -16.3% | -7.6% | -8.7% | -14.9% |
| 3M | -40.8% | -12.3% | -28.5% | -39.2% |
| 6M | -42.6% | -16.3% | -26.3% | -40.5% |
| YTD | -31.4% | -8.4% | -23.1% | -31.4% |
| 1Y | +144.9% | -10.8% | +155.7% | +147.2% |
| 3Y | -26.0% | -49.0% | +23.0% | -14.8% |
| 5Y | -48.5% | -36.5% | -12.0% | -42.1% |
| All | -53.4% | -27.3% | -26.0% | -47.7% |
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