+43.2%
TER vs STZ
+14.7%
+28.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.3% | -12.1% | -5.1% |
| 7D | -19.9% | +13.0% | -32.9% | -16.7% |
| 30D | -43.5% | +29.4% | -73.0% | -40.2% |
| 3M | -37.8% | +11.6% | -49.4% | -34.7% |
| 6M | -25.6% | -0.2% | -25.3% | -19.9% |
| YTD | +29.8% | +8.6% | +21.3% | +33.9% |
| 1Y | +43.2% | +15.9% | +27.2% | +49.3% |
| All | +43.2% | +14.7% | +28.4% | +49.3% |
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