+79.6%
TSM vs STZ
-16.0%
+95.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.0% | +1.6% |
| 7D | +6.0% | -7.4% | +13.4% | +5.0% |
| 30D | +4.5% | -10.9% | +15.4% | +3.1% |
| 3M | +3.1% | -13.4% | +16.5% | +1.6% |
| 6M | +30.2% | -16.2% | +46.4% | +28.3% |
| YTD | +45.2% | -10.4% | +55.7% | +40.8% |
| 1Y | +79.6% | -14.8% | +94.3% | +75.2% |
| All | +79.6% | -16.0% | +95.6% | +75.2% |
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