-10.5%
TEM vs STZ
+14.7%
-25.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.3% | -8.1% | -2.1% |
| 7D | -1.3% | +13.0% | -14.3% | +0.6% |
| 30D | -9.5% | +29.4% | -38.9% | -7.1% |
| 3M | +60.7% | +11.6% | +49.1% | +65.0% |
| 6M | +35.5% | -0.2% | +35.7% | +39.3% |
| YTD | +28.0% | +8.6% | +19.5% | +20.5% |
| 1Y | -10.5% | +15.9% | -26.4% | -18.9% |
| All | -10.5% | +14.7% | -25.2% | -18.9% |
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