+371.7%
TPR vs STZ
+12.8%
+358.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | +6.4% | -0.9% | +7.3% | +6.9% |
| 30D | +13.8% | +14.9% | -1.2% | +5.4% |
| 3M | -16.6% | +8.4% | -25.1% | -20.8% |
| 6M | +0.7% | +2.8% | -2.1% | -2.2% |
| YTD | +5.3% | +7.5% | -2.2% | -2.0% |
| 1Y | +32.4% | +12.5% | +19.8% | +19.7% |
| 3Y | +406.4% | -35.4% | +441.8% | +510.1% |
| 5Y | +227.9% | -29.3% | +257.2% | +262.3% |
| 10Y | +371.7% | +11.8% | +359.9% | +272.2% |
| All | +371.7% | +12.8% | +358.9% | +272.2% |
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