-10.9%
TLT vs STZ
+12.2%
-23.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -1.0% | -0.9% | -0.1% | -1.1% |
| 30D | +4.1% | +14.9% | -10.8% | +4.5% |
| 3M | -0.4% | +8.4% | -8.8% | -0.1% |
| 6M | -3.2% | +2.8% | -6.0% | -3.1% |
| YTD | -3.5% | +7.5% | -11.0% | -3.2% |
| 1Y | -5.8% | +12.5% | -18.4% | -5.3% |
| 3Y | +4.6% | -35.4% | +40.0% | +3.0% |
| 5Y | -34.4% | -29.3% | -5.1% | -34.6% |
| All | -10.9% | +12.2% | -23.1% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling