+10,900.8%
TT vs STZ
+10,752.7%
+148.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.8% |
| 7D | -2.0% | +4.9% | -6.9% | -3.3% |
| 30D | -14.0% | +20.9% | -34.9% | -18.4% |
| 3M | -15.9% | +8.0% | -23.9% | -18.0% |
| 6M | -17.3% | -5.3% | -12.0% | -17.1% |
| YTD | +4.0% | +5.9% | -2.0% | +0.8% |
| 1Y | -7.1% | +14.2% | -21.3% | -11.9% |
| 3Y | +90.2% | -37.0% | +127.2% | +107.2% |
| 5Y | +131.1% | -29.7% | +160.8% | +143.9% |
| 10Y | +777.7% | +5.2% | +772.6% | +716.3% |
| All | +10,900.8% | +10,752.7% | +148.1% | +3,821.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling