+77.2%
TGT vs STZ
-11.8%
+89.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -5.2% | -4.5% | -0.8% | -4.3% |
| 30D | +1.2% | -8.6% | +9.8% | +3.3% |
| 3M | +18.4% | -13.8% | +32.2% | +22.1% |
| 6M | +33.4% | -17.2% | +50.6% | +38.0% |
| YTD | +63.8% | -9.4% | +73.2% | +62.4% |
| 1Y | +77.2% | -11.9% | +89.0% | +74.3% |
| All | +77.2% | -11.8% | +89.0% | +74.3% |
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 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