+17.4%
TPR vs STZ
-10.2%
+27.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.3% | -1.9% | -0.4% | -2.0% |
| 30D | -23.0% | -1.9% | -21.1% | -22.9% |
| 3M | -12.5% | -6.2% | -6.2% | -11.8% |
| 6M | -21.4% | -14.0% | -7.4% | -19.7% |
| YTD | -3.5% | -5.1% | +1.6% | -4.8% |
| 1Y | +17.4% | -9.6% | +26.9% | +14.6% |
| All | +17.4% | -10.2% | +27.5% | +14.6% |
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