-10.9%
TRI vs STZ
-37.5%
+26.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.6% |
| 7D | -14.4% | -4.1% | -10.3% | -13.7% |
| 30D | -8.1% | -7.6% | -0.5% | -6.8% |
| 3M | +17.5% | -12.3% | +29.8% | +20.1% |
| 6M | -5.0% | -16.3% | +11.4% | -2.6% |
| YTD | -24.7% | -8.4% | -16.3% | -24.7% |
| 1Y | -41.5% | -10.8% | -30.7% | -41.3% |
| 3Y | -20.3% | -49.0% | +28.6% | -10.5% |
| 5Y | -10.9% | -36.5% | +25.5% | -4.6% |
| All | -10.9% | -37.5% | +26.6% | -4.6% |
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 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