-19.5%
TSN vs STZ
-36.5%
+17.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +3.2% |
| 7D | -5.0% | -7.4% | +2.3% | -3.1% |
| 30D | -9.1% | -10.9% | +1.8% | -6.3% |
| 3M | -7.4% | -13.4% | +6.0% | -3.9% |
| 6M | -13.4% | -16.2% | +2.8% | -9.7% |
| YTD | -8.5% | -10.4% | +2.0% | -7.0% |
| 1Y | -3.2% | -14.8% | +11.6% | -0.3% |
| 3Y | +11.5% | -50.1% | +61.6% | +34.3% |
| 5Y | -19.5% | -38.8% | +19.3% | -10.4% |
| All | -19.5% | -36.5% | +17.0% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling