-37.0%
STZ vs TENB
+12.9%
-49.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.8% |
| 7D | +4.9% | -17.0% | +21.9% | +4.8% |
| 30D | +20.9% | +8.2% | +12.7% | +20.7% |
| 3M | +8.0% | +16.5% | -8.5% | +7.7% |
| 6M | -5.3% | +99.1% | -104.4% | -5.9% |
| YTD | +5.9% | +79.0% | -73.1% | +6.7% |
| 1Y | +14.2% | +53.9% | -39.7% | +16.9% |
| 3Y | -37.0% | +13.8% | -50.8% | -32.8% |
| All | -37.0% | +12.9% | -49.8% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling