+59.7%
TEM vs STZ
-49.7%
+109.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.7% |
| 7D | +3.2% | -7.4% | +10.6% | +4.9% |
| 30D | +23.5% | -10.9% | +34.4% | +26.3% |
| 3M | +32.3% | -13.4% | +45.7% | +35.9% |
| 6M | +23.0% | -16.2% | +39.2% | +26.4% |
| YTD | +8.9% | -10.4% | +19.3% | +8.0% |
| 1Y | -19.9% | -14.8% | -5.1% | -19.2% |
| All | +59.7% | -49.7% | +109.4% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling