-46.4%
TOST vs STZ
-23.9%
-22.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | +8.5% | +14.7% | -6.2% | +3.7% |
| 3M | -1.6% | +8.8% | -10.4% | -4.5% |
| 6M | +44.1% | +3.1% | +41.0% | +41.5% |
| YTD | -5.6% | +7.9% | -13.5% | -11.7% |
| 1Y | -12.6% | +14.2% | -26.7% | -20.4% |
| 3Y | +137.6% | -35.2% | +172.8% | +174.2% |
| 5Y | -30.4% | -29.6% | -0.8% | -29.3% |
| All | -46.4% | -23.9% | -22.5% | -51.3% |
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