+750.6%
TT vs STZ
+12.5%
+738.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +3.9% |
| 7D | +1.7% | +3.4% | -1.7% | +0.6% |
| 30D | -11.8% | +19.6% | -31.4% | -17.1% |
| 3M | -12.6% | +8.0% | -20.6% | -15.3% |
| 6M | -9.4% | -0.3% | -9.1% | -10.3% |
| YTD | +8.8% | +8.6% | +0.3% | +3.6% |
| 1Y | -2.5% | +17.3% | -19.9% | -10.1% |
| 3Y | +95.7% | -34.7% | +130.3% | +118.8% |
| 5Y | +135.7% | -27.6% | +163.4% | +150.6% |
| 10Y | +750.6% | +11.8% | +738.9% | +676.7% |
| All | +750.6% | +12.5% | +738.1% | +676.7% |
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