-4.7%
TOST vs STZ
+13.3%
-18.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.4% |
| 7D | +9.4% | +4.9% | +4.5% | +9.4% |
| 30D | +13.5% | +20.9% | -7.4% | +14.7% |
| 3M | -0.1% | +8.0% | -8.1% | -0.2% |
| 6M | +22.5% | -5.3% | +27.8% | +19.5% |
| YTD | -2.4% | +5.9% | -8.3% | -9.5% |
| 1Y | -4.7% | +14.2% | -18.9% | -16.5% |
| All | -4.7% | +13.3% | -18.0% | -16.5% |
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