+389.7%
TPR vs STZ
+12.5%
+377.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.2% |
| 7D | +12.7% | +3.4% | +9.2% | +10.6% |
| 30D | +17.1% | +19.6% | -2.5% | +6.1% |
| 3M | -15.9% | +8.0% | -23.9% | -20.0% |
| 6M | +2.6% | -0.3% | +2.9% | +1.3% |
| YTD | +7.5% | +8.6% | -1.1% | -0.5% |
| 1Y | +32.9% | +17.3% | +15.6% | +17.3% |
| 3Y | +413.8% | -34.7% | +448.5% | +515.2% |
| 5Y | +263.9% | -27.6% | +291.5% | +296.2% |
| 10Y | +389.7% | +11.8% | +378.0% | +285.8% |
| All | +389.7% | +12.5% | +377.2% | +285.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling