+322.0%
TSM vs STZ
-37.2%
+359.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.2% |
| 7D | -7.6% | +4.9% | -12.5% | -7.3% |
| 30D | -20.5% | +20.9% | -41.4% | -19.8% |
| 3M | -10.0% | +8.0% | -18.0% | -9.3% |
| 6M | -10.1% | -5.3% | -4.8% | -8.9% |
| YTD | +24.5% | +5.9% | +18.6% | +24.5% |
| 1Y | +31.2% | +14.2% | +17.0% | +30.5% |
| 3Y | +322.0% | -37.0% | +358.9% | +316.7% |
| All | +322.0% | -37.2% | +359.2% | +316.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling