+38.5%
TNA vs STZ
+14.7%
+23.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.3% | -0.9% | +3.8% |
| 7D | +2.4% | +13.0% | -10.6% | +1.1% |
| 30D | -0.9% | +29.4% | -30.3% | -4.3% |
| 3M | -19.2% | +11.6% | -30.8% | -20.0% |
| 6M | -0.8% | -0.2% | -0.6% | +0.2% |
| YTD | +33.2% | +8.6% | +24.6% | +20.7% |
| 1Y | +38.5% | +15.9% | +22.6% | +21.5% |
| All | +38.5% | +14.7% | +23.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling