+2,434.9%
TFC vs STZ
+9,621.1%
-7,186.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +2.4% | -1.9% | +4.3% | +3.0% |
| 30D | -1.3% | -1.9% | +0.6% | -0.9% |
| 3M | +6.1% | -6.2% | +12.3% | +7.7% |
| 6M | +7.3% | -14.0% | +21.3% | +11.4% |
| YTD | +8.2% | -5.1% | +13.3% | +8.8% |
| 1Y | +14.4% | -9.6% | +24.0% | +16.3% |
| 3Y | +93.7% | -47.2% | +141.0% | +126.0% |
| 5Y | +16.4% | -33.6% | +50.0% | +27.1% |
| 10Y | +101.6% | -9.8% | +111.3% | +101.6% |
| All | +2,434.9% | +9,621.1% | -7,186.2% | +998.4% |
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