+24.5%
TMO vs STZ
-11.8%
+36.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -0.6% | -4.5% | +3.8% | -0.1% |
| 30D | +1.1% | -8.6% | +9.7% | +2.1% |
| 3M | +28.3% | -13.8% | +42.1% | +30.4% |
| 6M | +23.3% | -17.2% | +40.4% | +25.4% |
| YTD | +5.5% | -9.4% | +14.8% | +4.1% |
| 1Y | +24.5% | -11.9% | +36.4% | +25.6% |
| All | +24.5% | -11.8% | +36.4% | +25.6% |
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