-31.0%
TOST vs STZ
-27.8%
-3.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | +5.3% | -2.4% | +1.2% |
| 30D | +10.3% | +19.6% | -9.3% | +4.1% |
| 3M | -3.3% | +10.0% | -13.2% | -6.4% |
| 6M | +37.8% | -0.3% | +38.1% | +37.0% |
| YTD | -2.8% | +8.6% | -11.4% | -9.1% |
| 1Y | -9.6% | +16.6% | -26.2% | -18.4% |
| 3Y | +144.6% | -34.8% | +179.4% | +181.1% |
| 5Y | -31.0% | -27.8% | -3.1% | -27.9% |
| All | -31.0% | -27.8% | -3.1% | -27.9% |
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 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