+8,579.1%
TPR vs STZ
+2,678.5%
+5,900.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +12.1% | +5.3% | +6.7% | +9.7% |
| 30D | +16.7% | +19.6% | -2.9% | +8.1% |
| 3M | -17.4% | +10.0% | -27.3% | -21.1% |
| 6M | +2.3% | -0.3% | +2.5% | +1.3% |
| YTD | +7.1% | +8.6% | -1.4% | +1.4% |
| 1Y | +29.5% | +16.6% | +12.9% | +18.7% |
| 3Y | +415.0% | -34.8% | +449.8% | +487.2% |
| 5Y | +261.5% | -27.8% | +289.3% | +291.2% |
| 10Y | +383.3% | +12.5% | +370.8% | +332.9% |
| All | +8,579.1% | +2,678.5% | +5,900.6% | +1,794.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling