+36.0%
TSM vs STZ
+14.7%
+21.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.6% | -0.9% |
| 7D | -10.0% | +13.0% | -22.9% | -7.1% |
| 30D | -18.5% | +29.4% | -48.0% | -13.9% |
| 3M | -4.9% | +11.6% | -16.5% | -1.4% |
| 6M | -1.0% | -0.2% | -0.7% | +2.3% |
| YTD | +31.3% | +8.6% | +22.7% | +30.7% |
| 1Y | +36.0% | +15.9% | +20.1% | +39.5% |
| All | +36.0% | +14.7% | +21.3% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling