-53.1%
TEAM vs STZ
-38.0%
-15.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | -4.7% | -6.0% | +1.4% | -3.0% |
| 30D | +17.0% | -8.9% | +25.9% | +19.9% |
| 3M | +85.9% | -12.6% | +98.5% | +92.3% |
| 6M | +116.7% | -17.2% | +133.9% | +124.0% |
| YTD | +9.6% | -10.0% | +19.6% | +8.8% |
| 1Y | -2.5% | -14.3% | +11.8% | -1.6% |
| 3Y | -14.0% | -49.9% | +35.9% | +9.4% |
| 5Y | -53.1% | -38.2% | -14.9% | -46.4% |
| All | -53.1% | -38.0% | -15.1% | -46.4% |
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