-43.8%
TE vs STZ
-38.2%
-5.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.6% | +15.6% | +12.3% |
| 7D | +18.2% | -7.4% | +25.6% | +21.6% |
| 30D | -13.5% | -10.9% | -2.6% | -9.6% |
| 3M | -44.6% | -13.4% | -31.1% | -42.0% |
| 6M | -24.7% | -16.2% | -8.5% | -20.2% |
| YTD | -24.3% | -10.4% | -13.8% | -24.2% |
| 1Y | +155.6% | -14.8% | +170.3% | +162.6% |
| 3Y | -18.3% | -50.1% | +31.9% | +10.1% |
| All | -43.8% | -38.2% | -5.5% | -30.7% |
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