-27.7%
TOST vs STZ
-29.4%
+1.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | 0.0% | +2.6% | -2.5% | -0.8% |
| 30D | +16.2% | +15.2% | +1.0% | +11.0% |
| 3M | -1.5% | +7.6% | -9.2% | -4.1% |
| 6M | +55.3% | +5.3% | +50.0% | +51.4% |
| YTD | -2.3% | +8.6% | -11.0% | -8.8% |
| 1Y | -5.5% | +15.6% | -21.1% | -14.4% |
| 3Y | +151.1% | -35.2% | +186.3% | +190.1% |
| All | -27.7% | -29.4% | +1.7% | -22.8% |
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