+623.3%
TSN vs STZ
+9,621.1%
-8,997.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -6.3% | -1.9% | -4.4% | -5.9% |
| 30D | -10.8% | -1.9% | -8.9% | -10.5% |
| 3M | -8.8% | -6.2% | -2.5% | -7.6% |
| 6M | -16.8% | -14.0% | -2.8% | -14.4% |
| YTD | -10.0% | -5.1% | -4.9% | -9.6% |
| 1Y | -5.3% | -9.6% | +4.3% | -4.0% |
| 3Y | +8.5% | -47.2% | +55.8% | +22.5% |
| 5Y | -22.9% | -33.6% | +10.7% | -17.6% |
| 10Y | -12.6% | -9.8% | -2.9% | -14.5% |
| All | +623.3% | +9,621.1% | -8,997.8% | +228.0% |
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