-40.6%
TOST vs STZ
-29.7%
-10.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | +9.4% | +4.9% | +4.5% | +7.8% |
| 30D | +13.5% | +20.9% | -7.4% | +6.8% |
| 3M | -0.1% | +8.0% | -8.1% | -2.8% |
| 6M | +22.5% | -5.3% | +27.8% | +24.0% |
| YTD | -2.4% | +5.9% | -8.3% | -8.0% |
| 1Y | -4.7% | +14.2% | -18.9% | -13.4% |
| 3Y | +103.2% | -37.0% | +140.2% | +136.9% |
| All | -40.6% | -29.7% | -10.9% | -36.4% |
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