-29.3%
STZ vs TENB
-21.4%
-7.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.1% |
| 7D | -0.9% | -9.3% | +8.4% | -0.5% |
| 30D | +14.9% | +5.3% | +9.6% | +14.4% |
| 3M | +8.4% | +13.5% | -5.0% | +7.3% |
| 6M | +2.8% | +101.5% | -98.6% | -2.0% |
| YTD | +7.5% | +82.4% | -74.9% | +3.1% |
| 1Y | +12.5% | +53.0% | -40.5% | +9.7% |
| 3Y | -35.4% | +14.8% | -50.2% | -36.0% |
| 5Y | -29.3% | -21.2% | -8.1% | -29.7% |
| All | -29.3% | -21.4% | -7.9% | -29.7% |
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