-45.7%
TOST vs STZ
-33.1%
-12.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -3.4% | -1.9% | -1.5% | -2.8% |
| 30D | -2.4% | -1.9% | -0.6% | -2.0% |
| 3M | +34.6% | -6.2% | +40.8% | +36.8% |
| 6M | +15.2% | -14.0% | +29.2% | +19.6% |
| YTD | -4.4% | -5.1% | +0.7% | -6.6% |
| 1Y | -17.4% | -9.6% | -7.9% | -17.6% |
| 3Y | +54.5% | -47.2% | +101.7% | +96.0% |
| All | -45.7% | -33.1% | -12.6% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling