+9.1%
TE vs STZ
-34.9%
+44.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | -19.1% | +2.6% | -21.6% | -19.4% |
| 30D | -34.1% | +15.2% | -49.3% | -36.0% |
| 3M | -60.1% | +7.6% | -67.8% | -60.6% |
| 6M | -66.0% | +5.3% | -71.2% | -66.3% |
| YTD | -71.4% | +8.6% | -80.0% | -72.8% |
| 1Y | -45.3% | +15.6% | -60.8% | -49.2% |
| 3Y | +9.1% | -35.2% | +44.3% | +15.8% |
| All | +9.1% | -34.9% | +44.0% | +15.8% |
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