+1.5%
TT vs STZ
+15.1%
-13.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +0.9% |
| 7D | +3.5% | -0.9% | +4.4% | +3.4% |
| 30D | -11.0% | +14.9% | -26.0% | -10.5% |
| 3M | -12.0% | +8.4% | -20.4% | -11.2% |
| 6M | -10.4% | +2.8% | -13.2% | -9.4% |
| YTD | +9.9% | +7.5% | +2.4% | +9.6% |
| 1Y | +1.5% | +12.5% | -11.1% | +1.2% |
| All | +1.5% | +15.1% | -13.6% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling