-21.1%
STZ vs TENB
+22.6%
-43.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.6% | -3.3% | +5.8% | +2.9% |
| 30D | +15.2% | +6.9% | +8.3% | +14.1% |
| 3M | +7.6% | +1.8% | +5.8% | +6.6% |
| 6M | +5.3% | +98.1% | -92.8% | -4.2% |
| YTD | +8.6% | +73.2% | -64.6% | -0.2% |
| 1Y | +15.6% | +50.7% | -35.1% | +8.2% |
| 3Y | -35.2% | +9.3% | -44.5% | -37.5% |
| 5Y | -29.1% | -25.1% | -4.0% | -30.7% |
| All | -21.1% | +22.6% | -43.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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