-25.0%
TGT vs STZ
-38.0%
+13.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | -3.6% | -6.0% | +2.5% | -1.2% |
| 30D | +4.4% | -8.9% | +13.3% | +8.2% |
| 3M | +25.4% | -12.6% | +37.9% | +32.0% |
| 6M | +33.4% | -17.2% | +50.6% | +42.6% |
| YTD | +65.6% | -10.0% | +75.6% | +68.8% |
| 1Y | +80.3% | -14.3% | +94.6% | +87.1% |
| 3Y | +42.1% | -49.9% | +92.1% | +85.8% |
| 5Y | -25.0% | -38.2% | +13.2% | -9.2% |
| All | -25.0% | -38.0% | +13.0% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling