-80.8%
TE vs STZ
-28.3%
-52.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.2% |
| 7D | -22.0% | -0.9% | -21.0% | -21.8% |
| 30D | -33.6% | +14.9% | -48.6% | -37.3% |
| 3M | -61.1% | +8.4% | -69.5% | -62.6% |
| 6M | -64.7% | +2.8% | -67.5% | -65.5% |
| YTD | -68.1% | +7.5% | -75.6% | -70.5% |
| 1Y | -51.7% | +12.5% | -64.2% | -56.3% |
| 3Y | +42.0% | -35.4% | +77.4% | +67.7% |
| 5Y | -80.8% | -29.3% | -51.5% | -79.7% |
| All | -80.8% | -28.3% | -52.5% | -79.7% |
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 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