+52.2%
TEM vs STZ
-49.4%
+101.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -4.8% |
| 7D | -1.1% | -6.0% | +5.0% | +0.2% |
| 30D | +11.3% | -8.9% | +20.2% | +13.3% |
| 3M | +25.5% | -12.6% | +38.1% | +28.6% |
| 6M | +17.1% | -17.2% | +34.3% | +20.8% |
| YTD | +3.8% | -10.0% | +13.8% | +2.9% |
| 1Y | -24.4% | -14.3% | -10.1% | -23.8% |
| All | +52.2% | -49.4% | +101.7% | +69.0% |
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 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