+90.2%
TT vs STZ
-37.2%
+127.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.5% |
| 7D | -2.0% | +4.9% | -6.9% | -2.3% |
| 30D | -14.0% | +20.9% | -34.9% | -15.5% |
| 3M | -15.9% | +8.0% | -23.9% | -16.4% |
| 6M | -17.3% | -5.3% | -12.0% | -16.5% |
| YTD | +4.0% | +5.9% | -2.0% | +2.8% |
| 1Y | -7.1% | +14.2% | -21.3% | -9.3% |
| 3Y | +90.2% | -37.0% | +127.2% | +99.0% |
| All | +90.2% | -37.2% | +127.4% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling