+76.5%
TNA vs STZ
-11.3%
+87.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.3% |
| 7D | -7.3% | -4.5% | -2.8% | -2.9% |
| 30D | -14.2% | -8.6% | -5.6% | -6.4% |
| 3M | -4.6% | -13.8% | +9.2% | +9.5% |
| 6M | +36.9% | -17.2% | +54.1% | +60.4% |
| YTD | +42.5% | -9.4% | +51.9% | +44.9% |
| 1Y | +45.8% | -11.9% | +57.6% | +51.6% |
| 3Y | +104.7% | -49.6% | +154.3% | +302.6% |
| 5Y | -21.7% | -37.2% | +15.5% | +21.1% |
| All | +76.5% | -11.3% | +87.9% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling