+146.0%
TT vs STZ
-33.3%
+179.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -7.2% | -1.9% | -5.3% | -6.8% |
| 3M | -3.0% | -6.2% | +3.3% | -1.9% |
| 6M | +1.4% | -14.0% | +15.4% | +4.6% |
| YTD | +15.9% | -5.1% | +21.0% | +15.6% |
| 1Y | +9.4% | -9.6% | +19.0% | +10.4% |
| 3Y | +124.4% | -47.2% | +171.6% | +166.9% |
| All | +146.0% | -33.3% | +179.3% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling