+415.0%
TPR vs STZ
-34.1%
+449.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +12.1% | +5.3% | +6.7% | +10.9% |
| 30D | +16.7% | +19.6% | -2.9% | +12.4% |
| 3M | -17.4% | +10.0% | -27.3% | -19.1% |
| 6M | +2.3% | -0.3% | +2.5% | +2.0% |
| YTD | +7.1% | +8.6% | -1.4% | +4.1% |
| 1Y | +29.5% | +16.6% | +12.9% | +23.6% |
| 3Y | +415.0% | -34.8% | +449.8% | +463.2% |
| All | +415.0% | -34.1% | +449.1% | +463.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling