+42.1%
TEM vs STZ
-4.7%
+46.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +7.4% |
| 7D | +5.3% | +4.9% | +0.4% | +6.8% |
| 30D | +8.1% | +20.9% | -12.8% | +13.3% |
| 3M | +64.9% | +8.0% | +56.9% | +73.7% |
| 6M | +42.1% | -5.3% | +47.4% | +54.0% |
| All | +42.1% | -4.7% | +46.8% | +54.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling