-66.3%
TE vs STZ
+2.9%
-69.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.3% | -7.8% | -7.3% |
| 7D | -13.6% | 0.0% | -13.6% | -13.5% |
| 30D | -37.7% | +14.7% | -52.4% | -33.1% |
| 3M | -59.8% | +8.8% | -68.6% | -56.5% |
| 6M | -66.3% | +3.1% | -69.4% | -62.8% |
| All | -66.3% | +2.9% | -69.3% | -62.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling