+77.9%
TEM vs STZ
-38.9%
+116.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.4% | -5.7% |
| 7D | -5.9% | +2.6% | -8.4% | -6.1% |
| 30D | +4.8% | +15.2% | -10.4% | +2.7% |
| 3M | +31.9% | +7.6% | +24.2% | +31.0% |
| 6M | +56.0% | +5.3% | +50.7% | +55.1% |
| YTD | +21.3% | +8.6% | +12.6% | +16.8% |
| 1Y | +5.4% | +15.6% | -10.2% | -0.8% |
| All | +77.9% | -38.9% | +116.8% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling