-7.0%
TSN vs STZ
-13.0%
+6.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -7.3% | -6.0% | -1.3% | -5.7% |
| 30D | -8.6% | -8.9% | +0.2% | -6.3% |
| 3M | -7.5% | -12.6% | +5.0% | -4.2% |
| 6M | -14.1% | -17.2% | +3.1% | -9.9% |
| YTD | -9.4% | -10.0% | +0.6% | -7.8% |
| 1Y | -4.1% | -14.3% | +10.2% | -1.1% |
| 3Y | +10.3% | -49.9% | +60.2% | +32.3% |
| 5Y | -19.7% | -38.2% | +18.5% | -10.5% |
| 10Y | -7.0% | -12.0% | +5.0% | -9.1% |
| All | -7.0% | -13.0% | +6.0% | -9.1% |
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