+9,104.9%
TER vs STZ
+9,621.1%
-516.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.7% |
| 7D | +0.6% | -1.9% | +2.5% | +1.2% |
| 30D | -8.3% | -1.9% | -6.4% | -8.0% |
| 3M | -12.2% | -6.2% | -6.0% | -11.3% |
| 6M | +17.1% | -14.0% | +31.1% | +21.7% |
| YTD | +84.7% | -5.1% | +89.8% | +84.9% |
| 1Y | +199.9% | -9.6% | +209.5% | +203.8% |
| 3Y | +232.8% | -47.2% | +280.0% | +293.2% |
| 5Y | +198.6% | -33.6% | +232.2% | +227.0% |
| 10Y | +1,669.7% | -9.8% | +1,679.5% | +1,612.6% |
| All | +9,104.9% | +9,621.1% | -516.2% | +1,996.3% |
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 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