-10.1%
TSM vs STZ
-4.7%
-5.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +5.4% |
| 7D | -7.6% | +4.9% | -12.5% | -5.2% |
| 30D | -20.5% | +20.9% | -41.4% | -13.0% |
| 3M | -10.0% | +8.0% | -18.0% | -4.8% |
| 6M | -10.1% | -5.3% | -4.8% | -5.3% |
| All | -10.1% | -4.7% | -5.4% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling