+5,947.3%
TMO vs STZ
+9,075.1%
-3,127.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.9% | -0.6% |
| 7D | +0.4% | -7.4% | +7.8% | +1.9% |
| 30D | +1.5% | -10.9% | +12.4% | +3.8% |
| 3M | +28.5% | -13.4% | +42.0% | +32.0% |
| 6M | +20.4% | -16.2% | +36.6% | +24.0% |
| YTD | +4.3% | -10.4% | +14.7% | +5.7% |
| 1Y | +24.1% | -14.8% | +38.9% | +27.0% |
| 3Y | +17.5% | -50.1% | +67.6% | +32.6% |
| 5Y | +6.8% | -38.8% | +45.6% | +15.6% |
| 10Y | +311.9% | -14.1% | +326.0% | +307.2% |
| All | +5,947.3% | +9,075.1% | -3,127.7% | +2,981.9% |
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 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