-13.9%
TSN vs STZ
-27.6%
+13.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.4% |
| 7D | +4.9% | +3.4% | +1.4% | +3.9% |
| 30D | +12.1% | +19.6% | -7.5% | +6.6% |
| 3M | +4.1% | +8.0% | -3.9% | +1.6% |
| 6M | -10.9% | -0.3% | -10.6% | -11.2% |
| YTD | +4.8% | +8.6% | -3.8% | +0.8% |
| 1Y | +17.6% | +17.3% | +0.3% | +10.4% |
| 3Y | +43.2% | -34.7% | +77.9% | +58.9% |
| 5Y | -13.9% | -27.6% | +13.7% | -9.6% |
| All | -13.9% | -27.6% | +13.7% | -9.6% |
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