+131.2%
TLT vs STZ
+957.8%
-826.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | -0.4% | -1.9% | +1.5% | -0.6% |
| 30D | -0.6% | -1.9% | +1.3% | -0.7% |
| 3M | -2.7% | -6.2% | +3.5% | -3.1% |
| 6M | -5.6% | -14.0% | +8.4% | -6.4% |
| YTD | -2.8% | -5.1% | +2.3% | -2.9% |
| 1Y | -1.4% | -9.6% | +8.1% | -1.8% |
| 3Y | -1.6% | -47.2% | +45.7% | -5.3% |
| 5Y | -33.8% | -33.6% | -0.2% | -34.8% |
| 10Y | -21.1% | -9.8% | -11.4% | -18.9% |
| All | +131.2% | +957.8% | -826.6% | +206.9% |
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