+356.2%
TPR vs STZ
+13.4%
+342.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -0.3% | +2.6% | -2.9% | -1.6% |
| 30D | +15.1% | +15.2% | -0.1% | +6.5% |
| 3M | +3.5% | +7.6% | -4.1% | -1.1% |
| 6M | +0.4% | +5.3% | -4.8% | -3.6% |
| YTD | +4.6% | +8.6% | -4.0% | -3.2% |
| 1Y | +33.1% | +15.6% | +17.5% | +18.5% |
| 3Y | +396.0% | -35.2% | +431.1% | +497.1% |
| 5Y | +230.3% | -29.1% | +259.4% | +264.9% |
| All | +356.2% | +13.4% | +342.8% | +248.2% |
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