+802.8%
TEAM vs STZ
+6.4%
+796.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -0.4% | -1.9% | +1.5% | +0.1% |
| 30D | +67.3% | -1.9% | +69.2% | +68.2% |
| 3M | +86.8% | -6.2% | +93.0% | +89.7% |
| 6M | +146.8% | -14.0% | +160.8% | +153.3% |
| YTD | +16.9% | -5.1% | +22.0% | +15.9% |
| 1Y | +12.8% | -9.6% | +22.4% | +13.2% |
| 3Y | -7.3% | -47.2% | +40.0% | +8.0% |
| 5Y | -50.7% | -33.6% | -17.1% | -46.1% |
| 10Y | +529.8% | -9.8% | +539.6% | +494.8% |
| All | +802.8% | +6.4% | +796.3% | +686.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling