+11.3%
SBUX vs TNA
+101.9%
-90.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -5.5% | -7.3% | +1.8% | -4.1% |
| 30D | -8.5% | -14.2% | +5.7% | -5.8% |
| 3M | -2.9% | -4.6% | +1.7% | -2.4% |
| 6M | -1.5% | +36.9% | -38.5% | -9.1% |
| YTD | +19.4% | +42.5% | -23.2% | +8.7% |
| 1Y | +22.9% | +45.8% | -22.8% | +10.3% |
| 3Y | +11.3% | +104.7% | -93.4% | -15.7% |
| All | +11.3% | +101.9% | -90.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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