+6.9%
TMO vs STZ
-37.5%
+44.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.0% |
| 7D | -2.5% | -4.1% | +1.6% | -1.2% |
| 30D | -0.3% | -7.6% | +7.3% | +2.0% |
| 3M | +25.3% | -12.3% | +37.5% | +30.0% |
| 6M | +20.9% | -16.3% | +37.2% | +26.6% |
| YTD | +4.3% | -8.4% | +12.7% | +4.9% |
| 1Y | +27.0% | -10.8% | +37.9% | +28.8% |
| 3Y | +17.5% | -49.0% | +66.5% | +44.0% |
| 5Y | +6.9% | -36.5% | +43.4% | +19.9% |
| All | +6.9% | -37.5% | +44.5% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling