+25.4%
TMO vs STZ
+14.7%
+10.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +1.0% |
| 7D | +0.3% | +13.0% | -12.7% | 0.0% |
| 30D | +4.3% | +29.4% | -25.1% | +3.2% |
| 3M | +25.1% | +11.6% | +13.5% | +25.0% |
| 6M | +52.9% | -0.2% | +53.1% | +53.9% |
| YTD | +22.2% | +8.6% | +13.7% | +21.2% |
| 1Y | +25.4% | +15.9% | +9.4% | +22.8% |
| All | +25.4% | +14.7% | +10.6% | +22.8% |
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 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