+330.4%
TSM vs STZ
-34.9%
+365.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.6% |
| 7D | +6.2% | +2.6% | +3.6% | +6.4% |
| 30D | -7.3% | +15.2% | -22.5% | -6.5% |
| 3M | -7.1% | +7.6% | -14.8% | -6.2% |
| 6M | +0.2% | +5.3% | -5.0% | +1.2% |
| YTD | +32.2% | +8.6% | +23.6% | +32.4% |
| 1Y | +42.8% | +15.6% | +27.2% | +42.4% |
| 3Y | +330.4% | -35.2% | +365.6% | +324.5% |
| All | +330.4% | -34.9% | +365.3% | +324.5% |
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 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