+631.8%
TEAM vs STZ
+18.8%
+613.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.4% |
| 3M | +39.5% | +8.0% | +31.5% | +36.6% |
| 6M | +73.1% | -5.3% | +78.4% | +74.6% |
| YTD | -5.2% | +5.9% | -11.1% | -8.8% |
| 1Y | -1.6% | +14.2% | -15.8% | -7.6% |
| 3Y | -11.4% | -37.0% | +25.5% | -2.1% |
| 5Y | -65.1% | -29.7% | -35.4% | -62.4% |
| 10Y | +471.3% | +5.2% | +466.1% | +413.6% |
| All | +631.8% | +18.8% | +613.0% | +519.0% |
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