+318.5%
TPR vs STZ
-9.3%
+327.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -2.3% | -1.9% | -0.4% | -1.3% |
| 30D | -23.0% | -1.9% | -21.1% | -22.5% |
| 3M | -12.5% | -6.2% | -6.2% | -10.2% |
| 6M | -21.4% | -14.0% | -7.4% | -15.9% |
| YTD | -3.5% | -5.1% | +1.6% | -3.5% |
| 1Y | +17.4% | -9.6% | +26.9% | +19.9% |
| 3Y | +291.3% | -47.2% | +338.5% | +430.3% |
| 5Y | +241.9% | -33.6% | +275.5% | +287.6% |
| All | +318.5% | -9.3% | +327.8% | +263.3% |
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