+1,707.0%
TSM vs STZ
+12.2%
+1,694.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.4% |
| 7D | +4.4% | -0.9% | +5.4% | +4.6% |
| 30D | -7.0% | +14.9% | -21.9% | -9.7% |
| 3M | -1.8% | +8.4% | -10.2% | -3.8% |
| 6M | +2.7% | +2.8% | -0.1% | +1.3% |
| YTD | +37.1% | +7.5% | +29.6% | +32.6% |
| 1Y | +43.5% | +12.5% | +30.9% | +37.0% |
| 3Y | +341.5% | -35.4% | +376.9% | +376.4% |
| 5Y | +278.9% | -29.3% | +308.2% | +295.3% |
| All | +1,707.0% | +12.2% | +1,694.8% | +1,516.4% |
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