-4.6%
TLT vs STZ
+14.2%
-18.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +0.1% | +4.9% | -4.8% | -0.1% |
| 30D | +6.2% | +20.9% | -14.7% | +5.7% |
| 3M | +0.1% | +8.0% | -7.9% | -0.3% |
| 6M | -3.0% | -5.3% | +2.3% | -3.4% |
| YTD | -2.7% | +5.9% | -8.7% | -3.2% |
| All | -4.6% | +14.2% | -18.8% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling