+11.6%
TSN vs STZ
+13.4%
-1.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.4% | +2.6% | -4.0% | -2.2% |
| 30D | +8.5% | +15.2% | -6.7% | +4.0% |
| 3M | +5.3% | +7.6% | -2.4% | +2.7% |
| 6M | -10.5% | +5.3% | -15.8% | -12.3% |
| YTD | +3.0% | +8.6% | -5.7% | -0.9% |
| 1Y | +12.1% | +15.6% | -3.4% | +5.8% |
| 3Y | +43.1% | -35.2% | +78.3% | +58.7% |
| 5Y | -15.1% | -29.1% | +14.0% | -9.1% |
| All | +11.6% | +13.4% | -1.8% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling