+256.1%
TPR vs STZ
-29.7%
+285.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | +14.2% | +4.9% | +9.3% | +12.6% |
| 30D | +17.1% | +20.9% | -3.8% | +10.6% |
| 3M | -17.7% | +8.0% | -25.7% | -19.9% |
| 6M | -10.2% | -5.3% | -4.9% | -9.2% |
| YTD | +4.9% | +5.9% | -1.0% | +1.3% |
| 1Y | +36.1% | +14.2% | +21.9% | +27.8% |
| 3Y | +416.5% | -37.0% | +453.4% | +494.7% |
| All | +256.1% | -29.7% | +285.8% | +226.9% |
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