+6,029.8%
TGT vs STZ
+9,621.1%
-3,591.3%
-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% | +1.0% | +0.4% |
| 7D | +0.8% | -1.9% | +2.7% | +1.2% |
| 30D | +12.2% | -1.9% | +14.1% | +12.6% |
| 3M | +33.8% | -6.2% | +40.0% | +35.7% |
| 6M | +39.3% | -14.0% | +53.3% | +43.6% |
| YTD | +72.9% | -5.1% | +78.0% | +73.8% |
| 1Y | +84.6% | -9.6% | +94.1% | +87.2% |
| 3Y | +46.2% | -47.2% | +93.5% | +65.5% |
| 5Y | -21.3% | -33.6% | +12.2% | -15.1% |
| 10Y | +213.5% | -9.8% | +223.3% | +209.6% |
| All | +6,029.8% | +9,621.1% | -3,591.3% | +2,758.1% |
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