+328.6%
TMO vs STZ
-11.3%
+339.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -0.6% | -4.5% | +3.8% | +0.6% |
| 30D | +1.1% | -8.6% | +9.7% | +3.6% |
| 3M | +28.3% | -13.8% | +42.1% | +33.5% |
| 6M | +23.3% | -17.2% | +40.4% | +29.0% |
| YTD | +5.5% | -9.4% | +14.8% | +6.9% |
| 1Y | +24.5% | -11.9% | +36.4% | +27.1% |
| 3Y | +19.6% | -49.6% | +69.2% | +42.5% |
| 5Y | +8.1% | -37.2% | +45.3% | +20.4% |
| All | +328.6% | -11.3% | +339.9% | +319.3% |
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