+742.1%
TSN vs STZ
+11,023.3%
-10,281.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.2% |
| 7D | +4.9% | +3.4% | +1.4% | +4.1% |
| 30D | +12.1% | +19.6% | -7.5% | +7.7% |
| 3M | +4.1% | +8.0% | -3.9% | +2.1% |
| 6M | -10.9% | -0.3% | -10.6% | -11.2% |
| YTD | +4.8% | +8.6% | -3.8% | +2.0% |
| 1Y | +17.6% | +17.3% | +0.3% | +12.6% |
| 3Y | +43.2% | -34.7% | +77.9% | +54.2% |
| 5Y | -13.9% | -27.6% | +13.7% | -9.8% |
| 10Y | +11.8% | +11.8% | +0.1% | +4.4% |
| All | +742.1% | +11,023.3% | -10,281.2% | +270.2% |
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