-65.4%
TEAM vs STZ
-29.4%
-36.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.8% | -14.4% | -15.7% |
| 7D | -19.8% | +4.9% | -24.7% | -20.8% |
| 30D | -21.5% | +20.9% | -42.4% | -25.6% |
| 3M | +39.5% | +8.0% | +31.5% | +36.5% |
| 6M | +73.1% | -5.3% | +78.4% | +74.1% |
| YTD | -5.2% | +5.9% | -11.1% | -10.3% |
| 1Y | -1.6% | +14.2% | -15.8% | -9.9% |
| 3Y | -11.4% | -37.0% | +25.5% | +2.6% |
| All | -65.4% | -29.4% | -36.1% | -66.2% |
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