+741.5%
TT vs STZ
+12.8%
+728.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | +3.5% | -0.9% | +4.4% | +3.8% |
| 30D | -11.0% | +14.9% | -26.0% | -15.3% |
| 3M | -12.0% | +8.4% | -20.4% | -14.9% |
| 6M | -10.4% | +2.8% | -13.2% | -12.3% |
| YTD | +9.9% | +7.5% | +2.4% | +4.9% |
| 1Y | +1.5% | +12.5% | -11.1% | -5.0% |
| 3Y | +93.7% | -35.4% | +129.1% | +117.4% |
| 5Y | +139.2% | -29.3% | +168.5% | +156.5% |
| 10Y | +741.5% | +11.8% | +729.7% | +666.5% |
| All | +741.5% | +12.8% | +728.7% | +666.5% |
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