+5,526.0%
TER vs STZ
+10,752.7%
-5,226.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.1% |
| 7D | -20.5% | +4.9% | -25.4% | -21.8% |
| 30D | -47.0% | +20.9% | -67.9% | -50.5% |
| 3M | -43.3% | +8.0% | -51.3% | -45.5% |
| 6M | -42.9% | -5.3% | -37.6% | -43.3% |
| YTD | +12.9% | +5.9% | +6.9% | +7.7% |
| 1Y | +18.2% | +14.2% | +4.0% | +9.9% |
| 3Y | +151.8% | -37.0% | +188.8% | +177.7% |
| 5Y | +54.2% | -29.7% | +83.9% | +63.9% |
| 10Y | +908.2% | +5.2% | +903.1% | +818.4% |
| All | +5,526.0% | +10,752.7% | -5,226.7% | +1,121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling