+13,634.3%
TSM vs STZ
+2,371.2%
+11,263.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +2.7% | -1.9% | +4.6% | +3.2% |
| 30D | +3.6% | -1.9% | +5.5% | +3.9% |
| 3M | -3.4% | -6.2% | +2.9% | -2.3% |
| 6M | +20.6% | -14.0% | +34.6% | +24.2% |
| YTD | +41.9% | -5.1% | +47.0% | +41.6% |
| 1Y | +84.4% | -9.6% | +93.9% | +85.9% |
| 3Y | +380.2% | -47.2% | +427.5% | +449.0% |
| 5Y | +275.3% | -33.6% | +308.9% | +299.7% |
| 10Y | +1,751.4% | -9.8% | +1,761.2% | +1,640.8% |
| All | +13,634.3% | +2,371.2% | +11,263.1% | +4,390.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling