+1,753.6%
TSM vs STZ
-14.3%
+1,767.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.0% | +3.6% |
| 7D | +6.0% | -7.4% | +13.4% | +7.7% |
| 30D | +4.5% | -10.9% | +15.4% | +6.9% |
| 3M | +3.1% | -13.4% | +16.5% | +5.9% |
| 6M | +30.2% | -16.2% | +46.4% | +34.2% |
| YTD | +45.2% | -10.4% | +55.7% | +46.3% |
| 1Y | +79.6% | -14.8% | +94.3% | +82.8% |
| 3Y | +411.0% | -50.1% | +461.1% | +489.2% |
| 5Y | +290.7% | -38.8% | +329.5% | +320.4% |
| 10Y | +1,753.6% | -14.1% | +1,767.7% | +1,624.8% |
| All | +1,753.6% | -14.3% | +1,767.9% | +1,624.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling