-17.3%
TEM vs STZ
-10.2%
-7.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +0.9% | -1.9% | +2.8% | +1.1% |
| 30D | +38.4% | -1.9% | +40.3% | +38.6% |
| 3M | +23.7% | -6.2% | +29.9% | +24.0% |
| 6M | +26.0% | -14.0% | +40.0% | +27.3% |
| YTD | +9.4% | -5.1% | +14.6% | +0.7% |
| 1Y | -17.3% | -9.6% | -7.7% | -20.2% |
| All | -17.3% | -10.2% | -7.1% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling