+5,960.7%
TGT vs STZ
+11,030.9%
-5,070.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +2.6% | +2.6% | +0.1% | +2.1% |
| 30D | +4.7% | +15.2% | -10.5% | +1.5% |
| 3M | +4.6% | +7.6% | -3.1% | +2.8% |
| 6M | +34.9% | +5.3% | +29.6% | +33.1% |
| YTD | +70.9% | +8.6% | +62.3% | +66.7% |
| 1Y | +84.4% | +15.6% | +68.8% | +77.2% |
| 3Y | +69.1% | -35.2% | +104.3% | +83.0% |
| 5Y | -26.9% | -29.1% | +2.2% | -22.4% |
| 10Y | +207.6% | +12.9% | +194.7% | +190.1% |
| All | +5,960.7% | +11,030.9% | -5,070.2% | +2,641.3% |
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 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