+128.5%
TLT vs STZ
+1,098.8%
-970.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -1.0% | -0.9% | -0.1% | -1.1% |
| 30D | +3.7% | +14.9% | -11.2% | +4.6% |
| 3M | -0.8% | +8.4% | -9.2% | -0.2% |
| 6M | -3.6% | +2.8% | -6.4% | -3.3% |
| YTD | -3.9% | +7.5% | -11.5% | -3.2% |
| 1Y | -6.2% | +12.5% | -18.8% | -5.2% |
| 3Y | +4.2% | -35.4% | +39.6% | +1.7% |
| 5Y | -34.7% | -29.3% | -5.4% | -35.5% |
| 10Y | -11.8% | +11.8% | -23.6% | -7.9% |
| All | +128.5% | +1,098.8% | -970.3% | +205.8% |
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