+19.3%
TPR vs STZ
+14.7%
+4.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.8% | +2.5% |
| 7D | +12.6% | +13.0% | -0.3% | +10.2% |
| 30D | +7.1% | +29.4% | -22.3% | +2.2% |
| 3M | -19.4% | +11.6% | -30.9% | -21.1% |
| 6M | -9.7% | -0.2% | -9.5% | -9.9% |
| YTD | -1.0% | +8.6% | -9.6% | -5.8% |
| 1Y | +19.3% | +15.9% | +3.4% | +6.7% |
| All | +19.3% | +14.7% | +4.6% | +6.7% |
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