+88.6%
TGT vs STZ
+14.7%
+73.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.3% | +0.3% | +4.2% |
| 7D | +9.5% | +13.0% | -3.5% | +6.2% |
| 30D | +6.6% | +29.4% | -22.8% | +0.4% |
| 3M | +11.0% | +11.6% | -0.6% | +8.1% |
| 6M | +29.9% | -0.2% | +30.1% | +28.6% |
| YTD | +71.4% | +8.6% | +62.9% | +62.6% |
| 1Y | +88.6% | +15.9% | +72.7% | +64.0% |
| All | +88.6% | +14.7% | +73.9% | +64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling