-29.4%
STZ vs TENB
-24.8%
-4.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.6% |
| 7D | +4.9% | -17.0% | +21.9% | +5.7% |
| 30D | +20.9% | +8.2% | +12.7% | +20.2% |
| 3M | +8.0% | +16.5% | -8.5% | +6.7% |
| 6M | -5.3% | +99.1% | -104.4% | -9.7% |
| YTD | +5.9% | +79.0% | -73.1% | +1.6% |
| 1Y | +14.2% | +53.9% | -39.7% | +11.2% |
| 3Y | -37.0% | +13.8% | -50.8% | -37.5% |
| All | -29.4% | -24.8% | -4.6% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling