-20.7%
TLT vs STZ
-14.3%
-6.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | -0.2% |
| 7D | +0.4% | -7.4% | +7.8% | +0.2% |
| 30D | -0.3% | -10.9% | +10.6% | -0.6% |
| 3M | -1.7% | -13.4% | +11.7% | -2.1% |
| 6M | -4.9% | -16.2% | +11.3% | -5.3% |
| YTD | -2.8% | -10.4% | +7.7% | -3.0% |
| 1Y | -4.2% | -14.8% | +10.6% | -4.5% |
| 3Y | -1.1% | -50.1% | +49.1% | -3.2% |
| 5Y | -33.7% | -38.8% | +5.1% | -33.9% |
| 10Y | -20.7% | -14.1% | -6.6% | -20.0% |
| All | -20.7% | -14.3% | -6.4% | -20.0% |
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