+97.2%
TFC vs STZ
-13.0%
+110.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.3% | -6.0% | +4.7% | +1.6% |
| 30D | -2.3% | -8.9% | +6.5% | +1.9% |
| 3M | +2.5% | -12.6% | +15.0% | +8.6% |
| 6M | +9.5% | -17.2% | +26.7% | +18.6% |
| YTD | +5.1% | -10.0% | +15.1% | +8.1% |
| 1Y | +15.5% | -14.3% | +29.8% | +21.1% |
| 3Y | +95.2% | -49.9% | +145.1% | +163.9% |
| 5Y | +14.5% | -38.2% | +52.7% | +35.1% |
| 10Y | +97.2% | -12.0% | +109.2% | +91.6% |
| All | +97.2% | -13.0% | +110.2% | +91.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling