+240.4%
TPR vs STZ
-33.3%
+273.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.3% | -1.9% | -0.4% | -1.7% |
| 30D | -23.0% | -1.9% | -21.1% | -22.7% |
| 3M | -12.5% | -6.2% | -6.2% | -11.2% |
| 6M | -21.4% | -14.0% | -7.4% | -18.2% |
| YTD | -3.5% | -5.1% | +1.6% | -3.6% |
| 1Y | +17.4% | -9.6% | +26.9% | +18.8% |
| 3Y | +291.3% | -47.2% | +338.5% | +382.0% |
| All | +240.4% | -33.3% | +273.7% | +260.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling