+427.5%
TTMI vs STZ
+12.2%
+415.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +9.9% | +9.2% |
| 7D | +7.2% | -0.9% | +8.2% | +7.5% |
| 30D | -28.7% | +14.9% | -43.6% | -32.1% |
| 3M | -39.8% | +8.4% | -48.2% | -42.1% |
| 6M | -51.7% | +2.8% | -54.5% | -53.0% |
| YTD | +14.1% | +7.5% | +6.5% | +8.5% |
| 1Y | +16.0% | +12.5% | +3.4% | +8.4% |
| 3Y | +452.7% | -35.4% | +488.1% | +514.9% |
| 5Y | +451.5% | -29.3% | +480.8% | +486.5% |
| All | +427.5% | +12.2% | +415.3% | +377.7% |
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