+81.2%
TFC vs STZ
+9.8%
+71.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | +1.2% | +4.9% | -3.7% | -1.1% |
| 30D | +8.3% | +20.9% | -12.5% | -1.5% |
| 3M | -5.2% | +8.0% | -13.2% | -9.3% |
| 6M | -0.8% | -5.3% | +4.5% | +0.8% |
| YTD | +3.4% | +5.9% | -2.5% | -2.1% |
| 1Y | +17.0% | +14.2% | +2.8% | +6.1% |
| 3Y | +86.2% | -37.0% | +123.1% | +123.6% |
| 5Y | -2.3% | -29.7% | +27.4% | +8.4% |
| All | +81.2% | +9.8% | +71.5% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling