-5.3%
STZ vs TENB
+94.4%
-99.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.8% |
| 7D | +4.9% | -17.0% | +21.9% | +4.7% |
| 30D | +20.9% | +8.2% | +12.7% | +20.4% |
| 3M | +8.0% | +16.5% | -8.5% | +7.3% |
| 6M | -5.3% | +99.1% | -104.4% | -9.7% |
| All | -5.3% | +94.4% | -99.7% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling