+11,954.4%
TSM vs STZ
+2,658.8%
+9,295.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.8% |
| 7D | -7.6% | +4.9% | -12.5% | -8.8% |
| 30D | -20.5% | +20.9% | -41.4% | -24.6% |
| 3M | -10.0% | +8.0% | -18.0% | -12.5% |
| 6M | -10.1% | -5.3% | -4.8% | -10.0% |
| YTD | +24.5% | +5.9% | +18.6% | +20.0% |
| 1Y | +31.2% | +14.2% | +17.0% | +23.7% |
| 3Y | +322.0% | -37.0% | +358.9% | +357.4% |
| 5Y | +245.3% | -29.7% | +275.0% | +260.5% |
| 10Y | +1,465.8% | +5.2% | +1,460.7% | +1,305.0% |
| All | +11,954.4% | +2,658.8% | +9,295.5% | +3,704.9% |
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